If you have already downloaded the video but cannot find it, you can locate it manually in your device's internal storage:
: Open the chat on WhatsApp Web, click on the video, and then click the Download icon (downward-pointing arrow) in the top-right corner. Locating the File on Your Device
: Open the video in the chat, tap the Share icon (a square with an upward arrow), and select Save Video to download it to your Camera Roll.
: Internal Storage > Android > media > com.whatsapp > WhatsApp > Media > WhatsApp Video .