Go to your Story first, then watch the video there. Fortunately, if you've already shared the video on Instagram, you can still save or download it. This applies to both videos created for your feed and those created for the Instagram story.
Simply record/shoot your video and then click the download icon at the top before sharing it on your feed or Instagram story. If you've made a video for your Instagram profile or story, you may easily save it after you're done making it. Part 1: A Simple Way To Save Your Own Instagram Videos Two Main Methods To Download Videos From Instagram