Make sure yt-dlp is up to date. I’ve been able to download reddit, YouTube shorts, TikTok, videos etc just fine

You might also look at gallery-dl

https://github.com/yt-dlp/yt-dlp/blob/master/supportedsites.md

Reddit is listed in the list of supported sites. I just tested it with a random post video post on Reddit, and it downloaded the file perfectly fine (played in local player). My theory you either did a user error and gave a link that is not a video post, I'm not sure if posts that link to a video would work, I think the post itself must be a video post. Or you tested it when Reddit blocked yt-dlp. The yt-dlp team needs to update it first, then it functions again. YouTube does the same.

I don't think I've had issues with reddit, as long as you use the link to the reddit comment thread, not one of the shortlinks or the video link or something else.

I made a script for grabbing reddit videos that's been working pretty well for me, needs Babashka to run https://babashka.org/

#!/usr/bin/env bb
(require '[clojure.java.shell :refer [sh]]
         '[clojure.string :as string]
         '[cheshire.core :as cheshire]
         '[org.httpkit.client :as http]
         '[clojure.walk :as walk])

(defn http-get [url]
  (-> @(http/get url {})
      :body))

(defn find-base-url [data]
  (let [results (atom [])]
    (walk/postwalk
     (fn [node]
       (when (and (string? node) (.contains node "DASH"))
         (swap! results conj node))
       node)
     data)
    (some-> @results first (string/replace #"DASH_[0-9]+\.mp4" ""))))

(defn find-best-quality [names audio?]
  (->> ((if audio? filter remove) #(.contains (.toLowerCase %) "audio") names)
       (sort-by
        (fn [n]
          (-> n
              (string/replace #"\.mp4" "")
              (string/replace #"[a-zA-Z_]" "")
              (Integer/parseInt))))
       (last)))

(defn find-parts [base-url data]
  (let [url (atom nil)
        _ (walk/prewalk
           (fn [node]
             (when (and (map? node)
                        (contains? node :dash_url))
               (reset! url (:dash_url node)))
             node)
           data)
        xml (http-get @url)
        parts (->> (re-seq #"<BaseURL>(.*?)</BaseURL>" xml) (map second))
        best-video (find-best-quality parts false)
        best-audio (find-best-quality parts true)]
    [(str base-url best-video) (str base-url best-audio)]))

(defn filename [url]
  (let [idx (inc (.lastIndexOf url "/"))]
    (subs url idx)))

(defn tsname []
  (str "video-" (System/currentTimeMillis) ".mp4"))

(let [data (-> (first *command-line-args*) (str ".json") http-get (cheshire/decode true)) 
      base-url (find-base-url data)
      [video-url audio-url] (find-parts base-url data)
      video-file (filename video-url)
      audio-file (filename audio-url)]
  (sh "wget" video-url)
  (sh "wget" audio-url)
  (sh "ffmpeg" "-i" video-file "-stream_loop" "-1" "-i" audio-file "-shortest" "-map" "0:v:0" "-map" "1:a:0" "-y" (tsname))
  (sh "rm" audio-file video-file))