Hi @KevinShlosberg ...

I tried creating a video of my own in Canvas Studio.  I went to "Create" >> "Studio Capture".  Then, I recorded a short screen capture video.  Once it was added to my Studio library, I clicked on the video to watch it.  In the upper right-hand corner, there is a three-dot kebab icon.  There are three options for me: "Share", "Download Media", and "Delete".  Do you have the option to "Download Media"?

Hope this helps!