You did not write what browser do you use. I assume it's Firefox.

The simplest option that works if the video has been just embedded on the page without any "tricks" is to right click on the video and select "Save Video As" from the menu that appears. But many pages block this and display their own menu when right-clicking on a video, that doesn't include the download option.

Another thing that you can use is to download the video from "Page Info" window. But to get to that function, you need first to turn on the classic menu bar in Firefox. Here's how to do it: https://support.mozilla.org/en-US/kb/restore-menu-bar-firefox

Once you have the menu bar active, click Tools->Page Info in the menu when you are on the page with the video, and then click "Media" button in the window that appears. If you're lucky, you may find the video on the list of items. Click on it, then click "Save as" button.

This also doesn't work on some pages that purposefully hide the videos from downloading. But because you were once able to download the video, I assume the site you are using is not of that kind :).

Third option is to use developer tools in Firefox. Click Tools->Browser Tools->Web Developer Tools in the menu and the developer tools pane will appear at the bottom of your browser window. Click the Network tab and try to play video (you may need to reload the page first). Again, you may find your video on the list of items and when you right-click on it, you can either select Copy->Copy URL and then to paste that URL into another browser tab to download the video, or just click Open in New Tab which should basically give the same result.