Wow .. I've tried downloading w/jDownloader in the past and it didn't work, but...
You're right, jDownloader's latest Udemy plugin does indeed work with a valid login.
I cannot confirm whether it also works with videos that have Widevine encryption (none of my saved videoes appear to be widevine encrypted). Can anyone else here confirm?
Again -- reminder -- you must setup your Udemy Account Manage Plugin, inside jDownloader -- with valid Udemy login credentials -- before pasting the URL.
If this works for Widevine, we should delete all of these posts and summarize w/jDownloader option alone, because this is the most beginner friendly option (other than Video Downloader Pro Chrome extension; however, that doesn't support widevine encryption).