If that doesn't work, if you use Google Chrome:
Open Xbox.com
Go to your profile
Find the video you want to download and open it
Click it so it starts playing then pause it
Right click the video and click "inspect element"
Click the title "Resources"
Open the folders "Frames" -- "gameclips" -- "media"
Right click the file "GameClip-Original.MP4" and click "open link in new tab"
Right click on the video and click "Save video as"
Then just save it where you want
Open Xbox.com
Go to your profile
Find the video you want to download and open it
Click it so it starts playing then pause it
Right click the video and click "inspect element"
Click the title "Resources"
Open the folders "Frames" -- "gameclips" -- "media"
Right click the file "GameClip-Original.MP4" and click "open link in new tab"
Right click on the video and click "Save video as"
Then just save it where you want