Play content from my iPad Pro to my television

I just received my Apple TV 4K and set it up. What I didn’t realize is that it only streams and doesn’t have download capability. I thought that since it had internal memory (64MB) I would be able to download and play. So I need help in how to work this out. Let me tell you my situation.

I live out in the country and don’t have particularly high speed internet (DSL or cellular internet although my cellular signal is weak and in the house I have to use WiFi cell calling via the DSL connection). I have Direct TV, which works with a show beamed through the satellite dish. But when I play a show from my DirecTV service that requires streaming, it often has buffering delays. I was hoping with my Apple TV, I would be able to download a show and then watch it. I do have an iMac, iPad Pro, and an iPhone XS Max. I also have a Samsung Smart TV that has the Apple TV app and is AirPlay capable. I am an Apple One Premier subscriber.

I think from my reading of the iPad manual I should be able to download a show to my iPad. If I have a USB-C to HDMI adapter, can I then plug the iPad into my Samsung TV and play it? Do you have step by step instructions on how to set that up? Will Apple TV on my iMac also me to download shows that could then be sent to the television with Apple Play?

If I had known that Apple TV didn’t accept downloads, I probably wouldn’t have bought it, but hopefully you can help me with a work around.

Thanks.