Tried to download https://www.youtube.com/watch?v=_F9r_b5mGDg&t=93s (a Doctor Who review video). There were no privacy issues, I had Smart Mode checked to send it to my usual folder - couldn't see any problems but it wouldn't download.
Also, not really liking how you guys are oddly unreachable when it comes to Tech Support. You've obviously just opted for Message Boards, which clearly says, "Eh, screw it. Let the Community figure it out themselves."