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I also recommend NewPipe for Android. It lets you download in multiple formats and shows comments in a mobile format (you can get it through the F-Droid store or from github.)
NewPipe
FreeTube for Windows. Finally stable, download options, subs, history, ex-/importable data, locally, no ads of course. It’s awesome!
Btw FreeTube is not just available for Windows, it also works perfectly on Linux and macOS