If the video you are wanting to capture is protected, I am not aware of software that will correctly record the video.
If the video does not have DRM, you can use Apple's default method.
You can use Screenshot or QuickTime player to make a video recording of the entire screen or just a selected portion of it.
support.apple.com
Use one of your Mac’s built-in tools to make a video of what’s happening on your screen
www.theverge.com
You can also try third party apps like
Capture any part of your screen effortlessly with top-rated tools, no watermarks, and unlimited recording. Easily edit and share your videos.
www.techsmith.com
Snagit
ScreenFlow
Camtasia