I have tested that site and was able to capture the video, although a handful of other shorter snippets were also downloaded very quickly.
Ultimately though did get the whole video and it took about 15 minutes.
First I would do a basic reinstall - uninstall (delete from Applications), reboot the machine, reinstall. Make a point to download the installer for the latest available version of Jaksta from the website.
Then I would suggest trying the capture in a different browser. Sometimes the browsers can affect the outcome. I used Chrome successfully.
Let me know if the problem continues after that. There may be some additional troubleshooting we can look at.
I tried to download a PBS video (https://www.pbs.org/video/chasing-the-moon-part-1-kpyzvq/), but it doesn't seem to work. Will you please help? Thanks.