I am using:
Windows 10 (2004, Build 19041.685)
Firefox 84.0
VDH 7.4.0
VdhCoApp 1.6.0 (it won't make a difference whether you
choose the companion app or the browser for downloading)
In order to make sure that this is not a machine-specific problem, I switched from my desktop to my notebook PC (with the same SW setup), where I encountered the same problem.
Here’s a link to a 2 minutes' file for testing purposes:
https://www.arte.tv/fr/videos/093682-022-A/de-gaulle-a-la-plage/
I had discovered that thread later on last night (strangely, a previous research for the keyword "arte" within this forum hadn't yielded any results)—basically, this procedure indeed provides a complete file, but at the price of purchasing a licence to VDH which you didn't require previously (OK, it's just a small fee) and reencoding the entire stream which, for larger files, will keep your computer at 100% usage of its CPU capacity for quite some time, possibly shortening the CPU's lifetime. I think I will stick to downloading the content of interest to me from MediathekView and manually adding the respective subtitle file (detected by the FF add-on "The Stream Detector") within the VLC Media Player.