What ho one and all

Guess my question could be in the W7 or Multimedia forums but............

Found an interesting short video which I was unable to download with the various W7 / Firefox download options. So copied the link into an on-line, 'Download Video' link and hit the Save / Download button.

Usually, I save downloads to a folder on partition P and the option appears to Save to this location. This time, nothing, just the site download progress bar until it was complete and a Completed message appeared.

Now I cannot find the mp4 files. I have used Search Everything to look for *.mp4; I have tried the W7 Search for the date and also mp4; I have looked in Users/MyName/Downloads. Nothing, nada, zilch. Seems I may not have actually saved the file but perhaps I have?

Where else can I look?

Thanks and toodle pip