For many years in Safari all you needed to do was to get the direct video or photo url paste it on url field (or address bar) and hold alt/option and hit enter. This was and still is the way to get a file like this:
https://euthemians.com/themes/crocal/crocal-design-studio/wp-content/uploads/sites/26/2019/02/crocal-feature-video.mp4
This way Safari grabs the file and save it locally in your Downloads folder!
I wish this feature could come to Orion as well!
