When I save the videos to my device from Instagram Live ,where I can find them

Hello userkinay,

For assistance with using Instagram, and questions pertaining to the app, you may wish to try reaching out to the developers of the app.

They'll be in the best position to help provide guidance.

We were able to help locate the Instagram support page here: Help Center

You may also use this page for help with contacting an app's developer: How to contact an app developer - Apple Support

Cheers.