There is no third party app which signifies you that you can save your Instagram videos. Instagram doesn’t approve such apps to save someone’s content.
You can save the video in Instagram video in your Instagram app.
Choose the video, you want to save. Now you will see a save icon button in the right corner at bottom. Tap on it and It will appear in black. Your video has been saved.
If you want to see it then, open the profile tab. Tap the save button which is in the right corner of your Instagram feed. See your all saved videos.