I will expand this with the why, when, and where as I find out more things.
This is from Ed Tech:
While it’s great that we have a local content server to take the bandwidth impact off our district Internet connection, it’s not without tradeoffs. One downside to our using a local content server is the inability to download videos by simply clicking on the download icon (a floppy disk- how quaint!). As mentioned by others, to download content Windows and Mac users, regardless of browser, must right-click or control-click the download link to bring up a contextual menu and choose “Download linked file” or similar command. The other downside is that if you don’t select an option that allows you to rename the downloaded file before downloading (“Download linked file as...”) then the file will be saved using a rather cryptic asset resource name. Users would then have to rename the file something more descriptive. I know it’s a pain, but these things aren’t going to change as long as we’re using a local content server.