Lollipop app cache location

I am trying to download a video that can only be streamed through a specific app.
I believe the video must be downloaded in any form like cache or something, so I am trying to locate it and copy to somewhere else before it gets deleted.
However I cannot find the file I am looking for.

I have searched following folders while playing the video:

/data/data/[app] - could not find anything useful, only few MBs total (the video is 20 minutes long)
/data/media/0/android/data/[app]/cache - only few files, few KBs
/data/app/[app] - nothing but base.apk and lib folder
/sdcard - all folders here are irrelevant to the app

So where else could it be?
Am I wrong from the first place? Can it stream without saving on local device at all?

Thank you in advance.