Hey Chris!
Why not upload the video sets as zip files? That would make it much easier to download, and zip files are pretty commonplace for ecommerce sites with digital content. You'd probably need to batch them together at some point.
Otherwise, it might be worth while to reach out to a Shopify Expert on this one. They might be able to figure out a custom solution that would work for you in this case. You can find one via the link below:
Matthew Buttler
Guru
Shopify Inc.