Download "Documents by Readdle" from the App store. Copy and paste the HD download link on the Documents browser.
If you are on mobile, tap and hold the video until download options pops up. On desktop, right-click on the video and select Save Link as option.
Some reddit videos have no sound or it might be an animated gif.
All downloaded videos are stored in your device's default download folder.
It is also possible that the video is embeded from a third party site we do not support such as Youtube.