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