I made a script for grabbing reddit videos that's been working pretty well for me, needs Babashka to run https://babashka.org/

#!/usr/bin/env bb
(require '[clojure.java.shell :refer [sh]]
         '[clojure.string :as string]
         '[cheshire.core :as cheshire]
         '[org.httpkit.client :as http]
         '[clojure.walk :as walk])

(defn http-get [url]
  (-> @(http/get url {})
      :body))

(defn find-base-url [data]
  (let [results (atom [])]
    (walk/postwalk
     (fn [node]
       (when (and (string? node) (.contains node "DASH"))
         (swap! results conj node))
       node)
     data)
    (some-> @results first (string/replace #"DASH_[0-9]+\.mp4" ""))))

(defn find-best-quality [names audio?]
  (->> ((if audio? filter remove) #(.contains (.toLowerCase %) "audio") names)
       (sort-by
        (fn [n]
          (-> n
              (string/replace #"\.mp4" "")
              (string/replace #"[a-zA-Z_]" "")
              (Integer/parseInt))))
       (last)))

(defn find-parts [base-url data]
  (let [url (atom nil)
        _ (walk/prewalk
           (fn [node]
             (when (and (map? node)
                        (contains? node :dash_url))
               (reset! url (:dash_url node)))
             node)
           data)
        xml (http-get @url)
        parts (->> (re-seq #"<BaseURL>(.*?)</BaseURL>" xml) (map second))
        best-video (find-best-quality parts false)
        best-audio (find-best-quality parts true)]
    [(str base-url best-video) (str base-url best-audio)]))

(defn filename [url]
  (let [idx (inc (.lastIndexOf url "/"))]
    (subs url idx)))

(defn tsname []
  (str "video-" (System/currentTimeMillis) ".mp4"))

(let [data (-> (first *command-line-args*) (str ".json") http-get (cheshire/decode true)) 
      base-url (find-base-url data)
      [video-url audio-url] (find-parts base-url data)
      video-file (filename video-url)
      audio-file (filename audio-url)]
  (sh "wget" video-url)
  (sh "wget" audio-url)
  (sh "ffmpeg" "-i" video-file "-stream_loop" "-1" "-i" audio-file "-shortest" "-map" "0:v:0" "-map" "1:a:0" "-y" (tsname))
  (sh "rm" audio-file video-file))

You might also look at gallery-dl

https://github.com/yt-dlp/yt-dlp/blob/master/supportedsites.md

Reddit is listed in the list of supported sites. I just tested it with a random post video post on Reddit, and it downloaded the file perfectly fine (played in local player). My theory you either did a user error and gave a link that is not a video post, I'm not sure if posts that link to a video would work, I think the post itself must be a video post. Or you tested it when Reddit blocked yt-dlp. The yt-dlp team needs to update it first, then it functions again. YouTube does the same.

I don't think I've had issues with reddit, as long as you use the link to the reddit comment thread, not one of the shortlinks or the video link or something else.

Make sure yt-dlp is up to date. I’ve been able to download reddit, YouTube shorts, TikTok, videos etc just fine