You can still download from CircleHD even if the Download-Button is not shown.

Modify the url manually

change view to video and append /download at the end

Before:
https://mydomain.circlehd.com/view/last-video-call-021433-dea2a2

After:
https://mydomain.circlehd.com/video/last-video-call-021433-dea2a2/download

On iOS or iPadOS use my Apple shortcut

Install the Shortcut, be sure that it is shown in the Share Sheet.

Just browse (in Safari) to the video in CircleHD that you want to download and choose “Download CircleHD”.

On Mac you can start the Shortcut via the Services Menu.