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
==> Download: https://www.icloud.com/shortcuts/19c07a4ebcf8439da2c7049e0f99b52b
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.