Find your recorded videos using Stream - Teams
Using a web browser login to Office 365
Select the 6 boxes in the upper left and select “Stream” (you might need to click the “All Apps” link first to get it to show).
When stream opens select “My Content > Videos”.
Then Select the "Videos" tab
This will show you all your recorded vides and allow you to manage them. The three dots to the right of the video will allow you to download the video.