I tried JDownloader, Internet Download Manager, GetFLV, some random programs, and bunch of Chrome extensions. Best I can get is bunch of small parts of the video I'm trying to download, which are useless even if I put them together. The video is actually free, I'm just trying to download it for testing purposes, for now. Are UFC's security measurements too clever or do I need some external hardware?

You will need to use something like OBS Studio to record the stream.

https://obsproject.com/