I have the same problem, and the article you pointed out does not include instructions for downloading videos.
I have lost one of my videos on my disk, so I need to download it from Udemy. Unfortunately, when I preview the course or the lecture, the Download button is greyed out even when the Downloadable option is on.
Udemy documentation says downloading videos is impossible unless on the Udemy mobile app. This makes sense for the students, but it must be downloadable for the instructors.
Can you please help me out here?