Capture web file using Safari on MAC

Use Safari to watch the video online and let it cache. In the menu choose
1. “Window” -> “Activity”,
then it will bring up a window, on that window
2. expand the web activity,
then choose the file you want to download and hold
3. “Option key” -> “double-click”
on the file you want to download, and the file will download to your default download location.