After a bit of experimenting, I found It comes in fragments, using Firefox after playing the vid in the web page, the fragments will be in the cache with random letters file names (firefox doesn't make it easy to recognise them) you could sort the columns by date and size and then click to open each one you think likely and open it in either VLC player or WMP. I tried this out and found a few of the fragmented clips.
You'll prob have to enable View Hidden Files and the cache should be in C:\Users\xxxyourUserNameHerexxx\AppData\Local\Mozilla\Firefox\Profiles\xxxletters&NumbersHerexxx.default\cache2\entries
There used to be an add-on called Cache Viewer that made identifying them easier but I don't know if it is still available for the latest FF version.
Others may post with a far easier way of getting the vid.