Assuming you're on Windows, you can go into the Task Manager & lower the priority on any given task. Just pop up the context menu on anything listed there, cascade out the Set Priority selection, & choose a task priority. I'm not sure that will particularly do anything. I believe when you set something to a low priority, that has a meaningful impact only when you are trying to do a few or a lot of other things. If nothing is competing with the low priority task, I'm not sure it is limited in its use of CPU. It goes ahead & uses up what's available since nothing else is trying to use CPU. I think. I'm not entirely sure. I have occasionally noticed that certain tasks are set to low priority, like a scheduled antivirus full system scan or something like that. I have not personally used the feature to try to limit a task's system usage.
There's also the Set Affinity selection on the same Task Manager popup menu. That overrides the operating system's choice of which CPU cores the task can use on a multi-CPU system. Again, I'm not sure that really does anything because I think any given task uses only one CPU core at a time anyway.
As for download vs convert, you can monitor the download phase in the Resource Monitor on the Network tab. VDH will show up there under the name net.downloadhelper.coapp-win-64.exe. When that entry disappears from that tab of the Resource Monitor, it means VDH has stopped downloading anything. Actually, it's a bit less clear than that. The measurement numbers in the Resource Monitor are averages over the trailing 60 seconds. So when VDH (or anything else for that matter) ends, the numbers decay over the course of a minute. There is a graphic representation of line load in the upper right corner of the Resource Monitor display. That will show the graph line representing data transfer dropping off a cliff when a download ends before the numbers in the body of the display go to 0 & the entry for the task disappears. Once the download ends, any aggregation that might be necessary begins. This is more likely the phase that takes up CPU. Aggregation can't be avoided. At least, aggregation is not always necessary. In my experience, even for rather large files, aggregation does not take an overly long time. On the other hand, if you are converting something, that's a choice you can make. Converting is something like changing MKV to MP4. Since VLC plays pretty much every conceivable format, I have hardly ever converted anything. If you're worried about overheating your system during conversions, well, don't do them.
I'm surprised that you are having overheating problems. Cleaning the case fans is certainly a good idea. But it may be that your CPU is just not powerful enough for the demands you are placing on it. But I would be surprised if that were the case because these days, most CPUs are multi-core & plenty fast. But I have barely any experience with laptops so I can't make any definitive analysis for that situation. All I know is that my system, which is an ordinary desktop PC in a case with case fans plus a fan glued to the CPU chip, I hear the fans speeding up every so often when I'm doing things. My case has a fan at the front, a fan in the power supply, the CPU fan, & a fan in the video card. I'm not sure the fan in the video card is always on. I would imagine it isn't needed too much. But the PSU & case fans are always spinning, I believe, even if slowly. They would speed up, along with the CPU fan, when my system gets really loaded up. The fans sometimes sound like they're really blowing up a hurricane. That can go on for prolonged periods. But eventually, the task causing it ends & the fans go back to the nearly imperceptible hum that is the normal equilibrium state. My system is several years old & still works fine.
I can't say whether you're just being a bit too worried about something that isn't actually worrisome. Maybe your service tech who will do your warranty cleaning can offer a more educated opinion. I suggested the don't worry be happy solution before. You might discuss that with your tech person. You might try one of the things that causes the overheating while you are in the shop for that maintenance. Let the tech observe what you are seeing & get a better idea of whether you really should be worried.