Thank you so much for the help and for the clear instructions

All that can be done from client side is to have all pieces and merge it together into a Transport Stream file, which is a single MPEG4 file that can be played by most PCs and phones.

In order to do so, you need a manifest file containing all video information. For HLS streams it usually is a m3u8 file. For DASH streams it's usually a MPD file.

With that file in hand, you'll need an application capable of dealing with either M3U8 or MPD. You can use VOVSOFT M3U8 Downloader as it is free.

I'll assist you on obtaining the MPD files but first I must inform you that it's a slow process that will definitely limit how many videos you'll be able to download in a week. Not only that, but the download speed of the video files is not the fastest possible either. You'll need to follow this process for each video:

1 - First off, go to the page where the video is playing and open the Developer Tools (CTRL+Shift+I)

2 - Go to the Network tab, toggle "Fetch/XHR" on and make sure you end up with something like this:

3 - Press F5. Both the DevTools and the webpage will reload. After it's finished loading you'll see a list of files fetched by the browser:

4 - Right click "video.mpd" and go to Copy > Copy Link Address

5 - Go to M3U8 Downloader and click "Add M38U" and paste the copied URL, then just click "Add"

6 - Click "Download"

It'll immediately start downloading to your desktop. You can change the download folder by clicking the folder icon right next to the white bar.

Every file will start to download named as "output" so rename them before or after downloading so that you don't end up overwriting them.