Small improvements for video loading

[DN6]

What does this PR do?

Noticed that our load_video util cannot handle URLs with query parameters, and could use some small improvements.

This PR

• Updates to parse the URL in a more robust way.
• Adds a check to raise an error if we get a non-200 response code.
• Iterates over the raw video in chunks and write to file to avoid loading large videos into memory.

Fixes # (issue)

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[a-r-r-o-w]

LGTM, and more correct!