Download video in the browser instead of playing it in a new tab [CORS]

I have <a> and inside its href attribute, I've got a Video URL from a 3rd-party website, when clicking on that <a> the browser opens a New Tab and Play the video instead of Downloading it!

PROBLEM: What I need to achieve is to download the video directly after clicking on that <a> instead of playing it in a New Tab, and force the user to Right Click then choose Save Video As option to download it manually!

NOTE: I am building a JavaScript App, so I need a solution in JavaScript not PHP, it has to be working on all browsers as well...

EDIT: I tried the download attribute and it doesn't work, because it's Same-Origin Only!

UPDATE: The only solution I found was a +7 years old, it manipulates with the .htaccess file, you can check it at this CSS Tricks Article, it has a common issue, I can't have 2 links: Watch Video and Download Video using this solution... Many developers mentioned this bug there, but no one fixed it yet!

from Download video in the browser instead of playing it in a new tab [CORS]