How do I download this video?

I've been losing my mind trying out different tools to grab videos, but I just can't seem to pull anything from this website
It’s honestly hard to believe there isn't a single way to do it
Does anyone here actually have a solution?

The IDM extension on Google Chrome works just fine for me when I need to grab something.

I used IDM (on Google Chrome) to grab it, but now I can't figure out where the file actually went.
Google Chrome usually puts everything in my Downloads folder, but this specific video isn't showing up there.
I've searched everywhere on my drive and can't find a trace of it, even though the download hit 100% successfully.

Check your settings under the Behavior tab—it’s the third one over—and look for the Default download directory.

You’re right, I found it.
Now that I have that sorted out, I’d love some help figuring out how to download this episode from a series (I’m already logged in with my CBS account)
IDM isn't working for me; it just shows about 50 tiny fragments, each one barely 500 KB