There's a simpler way that even works via the embedded player.

1. start playing the video

2. Access "view page info" (this can be found in the right click menu, though I think it's also be located in the standard browser menu and such)

3. Click the "media" tab

4. Find your video from the list

5. Save the file

Note that, it can be a bit difficult to determine which is the correct video file, so the safest way to do this is to first right click on the video itself, select the 3rd Russian-text option, highlight and select the embedded URL part (in this case https://my.mail.ru/video/embed/7574382818877246804 ), and then follow the steps I layed out above.