It isn't possible right now because Microsoft saves the content to a kind of locked content library. But when I read following news from 2 weeks ago --> https://docs.microsoft.com/en-us/stream/streamnew/new-stream , Microsoft is planning a "new stream" so content will be saved to SharePoint. Then, the videos should automatically be backed up.
We're also waiting for this and some other tools/apps which Microsoft doesn't support to backup.
Mvergouw
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