Sorry for the delay.
Unfortunately it looks like we cannot capture properly from this site mn.prepspotlight.tv at the moment (the fragment files you see are not really proper video files, there is not enough information to stitch them together to make a viable video file).
You should be able to use a screen recording app such as Jaksta Screen Recorder to record these videos instead; note however that this requires leaving the video running visible onscreen for the full duration.
I had a recent download delivered as multiple fragmented mp4 files, (Fragments(video=162233,format=mpd-time-csf).mp4)
They will not play in any of my media players. Is there a way to convert/join/merge them?