You said: Such as downloading videos from the firefox browser
I said: I personally prefer to use the command line, but if you want to use
the browser, you will want to install an add-on called "Greasemonkey" and
then a script called "viewtube". You could also use a different browser
extension called "unplug". Sometimes one browser plug-in works better on a
specific video than another so there's no reason in the world why you can't
have all of them. They play nicely together.
You could also user a dedicated video browser called SMTube.
YouTube keeps changing things so it sometimes takes our developers a bit of
time to keep up with them, since most of them have day jobs, families, and
other responsibilities, but no, you do not have to give that convenience up
by any means.
You said: blocking advertisements
I said: What are advertisements? What does that have to do with the internet?
Unfortunately, those advertisements include scripts that are a major privacy
violation. When you patch up the security holes, the ads go away on their
own.
All of these plug-ins are things that you can start using today on your
firefox web browser. They are operating system agnostic. I have https
everywhere, privacy badger, and no-script on this browser.