I have used Udeler downloader Github by Faisal Umair. I use to download all videos of the courses i have subscribed before bur for the past few weeks it times out on some courses and does not do anything, in some videos it download the first few and then stops and some of the download the full course it just depends. Not sure sow the DRM protection is working in Udemy now.
The thing I like about it downloads the videos nicely in folders with all the attachments. 😃