From my own experience, you can download some embedded videos with hidden URL:
1. Tap "F12" to go to the developer's tool on this page;
2. Click to play the video;
3. Click "Network" to detect which item has the longest Timeline(the green bar);
4. Click that item and find its URL there (this is the right URL)
5. Copy paste the URL into any free URL downloaders, e.g. free online downloader
Keepvid or downloader software
5KPlayer can do the job.
If you are watching this video online on your iPhone, this 5KPlayer i mentioned here can also
record your entire iPhone/iPad screen and save it on your PC.
Hope this this can do some help!