When an error occurs in VDH, it usually places a red spot with a number at the bottom of the VDH menu. You should click the red spot. It will show you any error messages that have occurred. You can then click those entries in the error log to get a greater amount of information, but that information is usually singularly unhelpful. The error message on the VDH menu is usually as much as you need to know.
I am going to hazard a guess what error message you will see next time you try this. And you will try this again because you need to verify whether my guess is right. I am guessing the error message says something about M2T. In this case, you need to open the VDH settings, go to the Behavior tab, scroll down until you see the check box for HLS as M2TS, & check the box. Then save the changed setting. Save. Save. Don't forget to save. I emphasize that because it is something I regularly forget to do & I suspect others forget, too. Save the changed setting or it will have no effect. Then go back to the web page, drop down the VDH menu, & hover up the tools at the bottom.
Then click the garbage can to clear the VDH menu. This will simplify what comes next.
That empties the VDH menu. That will make it easier to deal with what comes next.
Then reload the web page & do your VDH download again. You will note that the file extension for your download this time will be M2TS instead of MP4, MKV, or whatever it was originally. Files of type M2TS can be played by VLC as is without conversion.
Why do you have to do this? I don't know. I believe it should be something VDH does automatically in these cases. The default for the setting in VDH is for the box to not be checked, & that works most of the time. It is the default setting for a reason. But these cases need you to temporarily switch the option on.
But that is all guesswork. You have not provided a proper problem report. To learn how to do that, click this:
Look for "problem report" within the text of that web page. That will give you a link. Click it, read what it says, & follow the advice. Once you provide a proper problem report, someone should be able to help you. And there will be little to no further guessing involved.