Is it dangerous to download something, using another browser?

There’s this ice skating show I really wanted to watch that’s not really available anywhere, so using this app called Tap browser (which lets you download videos as soon as they pop up). Is that dangerous? Could I be tracked down or something because I downloaded that video? Multiple times it would ask if I wanted to download ‘advertisement’ but the only ones I downloaded were the actually show.

The website I used was watchcartoonsonline/.tv Has anyone ever used that site before? Or used something like Aloha or Tap Browser to download something from there? Thank you!