You've followed all the steps here but you can't find your downloaded video:
The default location that video will download to is the downloads folder, unless you've changed your default download location for your chrome browser.
Using folders (PC) or finder (Mac), head over to your download folder. If you have just downloaded the video, sort your files in the downloads folder by when the files were created and the new files should be easy to find at the top.
If you are still having issues finding your downloaded footage, we would be more than happy to help. Chat in and let us know how we can help.