Okers.
Do you see the settings option on right clicking in the video?
There will be several icons at the bottom of that item.
First from left is display, second is privacy.
Third icon is a folder shaped thing.
That’s where you’ll the local storage option.
I haven't checked it out on a live feed yet, though. I'll do some research tonight. Maybe the one I've been using to test is just a lousy feed.