General video downloading can get complicated, as you're noticing. The issue is that web pages can embed this general purpose programming language called JavaScript. This creates the possibility for an infinite number of ways to obscure the true video download URL.
You have observed that video download tools exist. Such tools need to be updated from time to time because they are engaged in an arms race with the maintainers of the video sites who generally wish to prevent people from downloading and saving content.
Sometimes, the video isn't even available via straight HTTP. Instead, it may require another protocol to stream (e.g., RTMP, RTSP, MMS). In those cases, another tool needs to be invoked.
In order to develop such a tool, it often takes a bit of JavaScript reverse engineering as well as a protocol analyzer or web browser network analysis tool. A decade ago, I wrote a tool to download WMV videos from a now-defunct music video website. I did it by using a network protocol analyzer to watch the various URLs that the browser would send to the site. Then I wrote a tool that mimicked the same conversation. Modern tools operate similarly. When my tool derived the true streaming URL, it passed the URL to a separate tool that was able to download and save MMS streams. Any time that the site would update its little conversation protocol (typically every few months), my script would break and I would have to expend the effort to upgrade it if I cared enough.
