Like I mentioned in my response to the other user, the content on the VDH web site is woefully out of date, several years out of date. There is no such thing as a conversion license any longer. There is just the VDH license. Its single, lonely, unique function is to skip the writing of the watermark. No license = watermark. License = no watermark. That's the only thing you get with a license. How did I not make that clear in all the things you say you read?
Now, it is very curious that you are able to download certain content that does not have a watermark even though you do not have a license. It was my understanding that the watermark would be written regardless of the type of download (HLS, DASH, ADP, simple file), type of download processor (browser or CoApp), file type of the download (MP4, MKV, WEBM, separate video & audio, integrated video & audio), Download vs Download & Convert, web site, or any other consideration. Nobody has ever told me I had that idea wrong but maybe I do. Perhaps it would be helpful if you provided actual URLs instead of saying site A & site B. Don't give the names of the sites. Give URLs of pages on which videos reside.
As for your sleep, you shouldn't lose any over this. Until somebody like Michel or Jérôme tells me I am wrong, the only thing you will get by buying a VDH license is the absence of the watermark from your downloaded files. It does not unlock functions of VDH that are absent when you don't have a license. It does not permit you to download from sites that won't download without a license. There's none of that. Unlicensed VDH is the full function VDH. No features appear once you buy a license. Like I've been saying, the license determines only that you won't get the watermark. If you read everything I referred you to, you would have learned that the writing of the watermark is a very time-consuming operation, sometimes running into hours. Buying a license skips that step. That's all.