Yes you can do it. Following steps below:

1. Tap "+" on top left corner

2. Enter "http://features.oxygen.com/videos" and click go

3. Click any video you want to download

4. When the video begin to play, it will prompt to you and just click "Download"

Hi Cassandra,

Normally reset iPhone should not remove any data, could you tell me how you reset your iPhone? 

And check whether any data also deleted from other apps?

Normally it means no audio tracks founded from the video file, can you post the video link here? I can try to check out the problem

Hi Kris,

Can you post the video link here? I need the link to check the issue, thanks