Download videos from on demand courses

Oh, interesting, I've just checked the advanced engineering systems in motion.. I haven't seen this format before.
That being said, a video streamed is a video downloaded. Just because it's deleted by default afterwards doesn't make a difference.
If you're using chrome, the easiest way to manage these videos is: right click -> inspect element. click the "network" tab.
Load the page with the video and look for the GET request with URL for the particular.
You can then download the the mp4 from there.