In this story, the "segments" are small chunks of video (like .ts files from an m3u8 playlist). The delivery person (AVD) went to the warehouse (the website's server), but the warehouse doors were locked by a . The browser knew the password, but the "Native App" doing the heavy lifting didn't, so it just brought back an empty box.
Sorry to announce but Ant Video downloader is discontinued and will no longer be supported. Microsoft Edge Add-ons Video DownloadHelper - Chrome Web Store ant video downloader downloaded segment is empty