Hi Esteban!
Currently, senhasegura does not allow the massive download of session videos, each download must be generated individually and will be generated in MP4 format, this action will consume server resources and may affect the performance of sessions in progress. It is also not possible to automate the download of videos in a range of dates nor to export them massively.
To download session videos on your local machine, follow the steps in the following documentation: How to export a video from senhasegura's session
It is possible to backup the videos on an external host, but they will be encrypted, below are the ways of backups performed by senhasegura.
The video backup interval can be defined according to the following documentation: How does it work and how to configure video purge?