I went to your page. I had to transcribe your URL from your image. Luckily, the image was clear enough that I could read the URL. It would have been better if you had included the URL within the text of your post, like this:
https://www.nma.art/videolessons/history-of-still-life-painting-and-rules-of-pictorial-composition/?course=2661825That makes it easier for somebody to help you. Anybody can just click on the URL & go to the page.
Anyway, when I visited the page, I found this:
That was without launching playback of anything on the page. I launched VDH downloads of the 2 items I indicate in the image above. This is what the VDH blue dot status menu looked like:

As you can see, the download of the supposed video was progressing nicely but the supposed audio never seemed to begin. The first download completed & gave me a perfectly good silent video. I cancelled the second one & got the error about no MP2T data that we have discussed here in a fair number of threads. It also left me with a zombie download. The blue dot was still visible in the VDH menu even after I clicked the cancel button in the status menu. But there was no entry for the CoApp on the Network tab of the Windows Resource Monitor. That's how you know you have a zombie: VDH says there's a download in progress but Windows tells you otherwise. That prompted me to go into the VDH settings on the Behavior tab & enable the HLS as M2TS option. AND CLICK SAVE. I emphasize that clicking Save because I am prone to forgetting to do that. Then I dropped down the More... selection in the VDH settings & executed a Reload extension function. That's a fast way of clearing the zombie download, faster than closing all browser windows, which also works, but is more tedious.
After all of that, I went back to the web page & reloaded it. This time, the VDH menu showed the supposed audio track twice:

The difference was that now, instead of the supposed audio track being an MP4, it was an M2TS. And there were TWO of them. Not knowing what they were, I downloaded them both. One of them ran as a normal VDH download & completed successfully. VLC played it as an audio-only file no problem. VLC can play M2TS files as is, no conversion necessary.
The other download looked like it had never launched, same as the earlier case. So I just did the Reload extension again to kill the zombie. However, it turned out VDH had downloaded something, despite the VDH blue dot status display never showing any progress. I tried to play it in VLC & it wouldn't play. So I opened it in my text editor. I about fell out of my chair. It was the VTT captions for this item. So I renamed the file by changing the file extension .m2ts to .vtt. I made sure that the VTT file & the video-only MP4 file had the same name, differing only in their file extensions. This is how you get VLC to automatically recognize captions.
Then I played the video-only MP4 file & the audio-only M2TS file synchronously in VLC. I had perfect video with subtitles but no audio. I think it's weird that the M2TS would play audio just fine by itself but it wouldn't give me sound when played synchronously with the video track. But it didn't work. I'm not one to just give up. I had to fix the M2TS file. So I used VDH to convert the M2TS file to MP3. Then I tried the synchronous playback again, this time playing the video-only MP4 file synchronously with the audio-only MP3 file I had just gotten by converting it from M2TS. Finally, I had pictures & sound AND captions. But the audio & video were not in synch. No problem. Experimenting with the j & k commands in VLC, I discovered that delaying the audio track just 200 milliseconds got the sound to match the movement of Ms. Dalessio's lips. That is to say, the audio was 200ms ahead of the video, but you can correct such a minor problem using the controls within VLC.

I have to say that this is the first time I've ever encountered such a weird case where VDH actually downloaded the captions. I have to assume this is due to some quirky way that this web site presents its data. I did spend a little time trying to mine the Network Monitor for manifests, but I got the dreaded 403 Forbidden error from ffprobe. I was able to look at the contents of 2 manifests using the Copy Response function we've discussed elsewhere:
https://groups.google.com/g/video-downloadhelper-q-and-a/c/sNfTCMYfiTUThey were stream manifests, not master manifests. Since ffprobe wouldn't process them, I have to assume one was for a video track & the other was for an audio track. There was a third manifest that ffprobe did successfully process, but it turned out to be for the captions. I looked at the VDH Hit Details for the items I downloaded & there were some master manifests mentioned in there. But ffprobe got 403 on them. So once again, VDH has managed to magically download content that I can't with ffmpeg.
I have no idea if anything I've done here will work on any other content on that site. You'll have to try that for yourself & find out. Do let us know how that goes.
Before you post again, there's something I want you to read. Start by clicking here:
https://groups.google.com/g/video-downloadhelper-q-and-a/c/BzPLK2YyL-sThen do a string search for "stealth quote" within the text of that web page. That will reposition the page on a reference that contains a link. Click it & follow the advice you'll find there when you next post here.