I watch and record mine via Firefox and OBS. It's a ratyer long way to do it, but it works. You just need to sit aorund for 3 or 4 of the videos and wait until the questionnaire appears. Once you've skipped that, you can normally walk away and leave it recording the rest of the course.
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Edit in some Chinese subtitles and the shadow of a front row of people and you can make it really look like an authentic rip.
I once needed to archive a site for offline viewing, and I did a similar thing, perhaps more primitive even, just maximized the video and then had OBS record the screen while I did other things on my second screen. Pain in the erse to be sure but I was able to watch the videos where I needed to watch them.
TubeDigger takes a little getting used to but has worked for me on Udemy. I also use it for Twitch streams.
There are plenty of code repositories with 'udemy downloader' in their name, all with their own set of forks. Take a look, have fun, and good luck!