Some of the facebook videos or accounts are private and some videos are geographically restricted by the owner. We cannot access these facebook videos, thus they cannot be downloaded.
When you left click on the download link it is normal the browser starts to play facebook video. You need to right click on download link and choose "save as" to save the facebook video.
On a PC, they are usually saved under "Downloads" folder. On IOS and android devices you can save facebook videos to browser download folder or directly to Photos app.
Most of the facebook videos we serve are in HD or Full HD format. This means that you can download highest quality facebook videos including 1080p facebook videos and 720p facebook videos.