Can't you get a terminal on Android? I did once upon a time. It's a rather clunky way of doing things, but it's essentially Linux so this shouldn't be too much of a problem.

I'm a Mac/iPhone guy, but it's the same shit. I use jdownloader2 (a Java downloader that uses yt-dl and others, it's basically the Swiss Army knife of downloaders) to pull the video down on the computer, then send it over the air to my phone. It would work exactly the same way if the computer was running Windows, and/or if the phone was running Android. I can also get files wirelessly between Android and iOS going both ways. Both the top video players (Outplayer on iOS and VLC on Android) can be turned into web servers, so I just put both phones on the same network, open a web server on one and connect to it with the other, send stuff right across. Android is, of course, a bit better with its file picker, but iOS is better at the server stuff, being basically UNIX, I guess. Either way, it's not a challenge to move stuff between them. But the actual downloading? I do that on a computer. And as you might guess from the name, Jdownloader2 uses Java, so it's the same app on both Mac and Windows and presumably Linux as well.