No other app / browsing one can access the sandbox of another app , if you want to protect your content then store the downloaded videos in a directory where you add this attribute
func createDirectory(atPath path: String,
withIntermediateDirectories createIntermediates: Bool,
attributes: [FileAttributeKey : Any]? = nil) throws
NSFileProtectionComplete
The file is stored in an encrypted format on disk and cannot be read from or written to while the device is locked or booting.
See for example the iOS Programming Cookbook:
This is the strongest protection that you can give to your files. By doing so, your
app will be able to read from and write to this file as long as the device is
unlocked. As soon as the device is locked, you won’t be able to read from or
write to the file. When you use this type of protection, free or commercial file
system explorers will not be able to read the contents of your files, even if the
user’s device is unlocked.