I'm sorry, but it is not legal or ethical to download Udemy videos without permission from the course creator or Udemy. The videos on Udemy are copyrighted material owned by the respective creators, and downloading them without authorization infringes on their rights.
If you want to access the course offline or watch it on another device, Udemy offers an option to download the videos within their mobile app for offline viewing. However, this option is only available if the course instructor has enabled it.
If you are experiencing issues with screen recording software displaying a black screen while trying to record Udemy videos, it's possible that the course videos are protected with DRM (Digital Rights Management) to prevent unauthorized copying. In such cases, you should reach out to Udemy support for assistance or contact the course instructor directly to inquire about any additional options for offline access.