Some platforms only show certain videos to signed-in users. Adding the cookies of a signed-in browser session lets the script download them.
Cookies give full access to the account they come from. Create a separate account for this purpose and never use your personal one.
Sign in to the platform in your browser with the separate account.
Open the developer tools (F12) and go to the Network tab.
Reload the page, click the first request and find the Cookie request header.
Copy its whole value.
Go to Settings → Platform Cookies and paste the value into the field for that platform:
X (Twitter): the value must contain auth_token and ct0.
Instagram: the value must contain sessionid; with it, the script reads posts through the signed-in API and returns every video of a post.
Facebook: paste the full value.
Cookies expire, and platforms sign out sessions from time to time. If a platform suddenly returns no videos, sign in again and replace the cookies.