Yeah I found it. The download is complete.
It's in my livestreamer folder, and I can move it around to any folder I like.
However, it only plays in SM Player, and doesn't play at all in VLC player, and you can only fast-forward it 10 seconds at a time, because the video player doesn't recognize how long the video is (even though the download has complete 100% in command prompt). I've circled the bottom-right of the screenshot below.
