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iPhone or iPad

Download the MP4, then open it in Files → Downloads. To add it to Photos, tap Share → Save Video. To keep it in Files or iCloud Drive, use Move.

Android, Mac or Windows

Download the film and find it in your Downloads folder.

Cloud backup

Upload the downloaded file through Dropbox, Google Drive or your preferred app. For Google Photos on iPhone, save it to Photos first, then back it up in Google Photos.

If Save Video is unavailable, try the MP4 and check your free storage. Keep a second copy somewhere safe.