What streaming service did you download these from?
Each streaming app, will have its own Downloads location. Where it can be found in the specific App will depend on the streaming service.
For instance on Netflix the Downloads section is can be found by tapping on the downward arrow the top right corner. If you have no available internet connection when you open Netflix, it will open directly to the Downloads section.
On Prime video, the Downloads section can be found in the bar at the bottom of the screen. Again, when there is no internet connection it will open directly to that section.
You can try it out, by turning off Wi-Fi (and cellular if your iPad has it) and opening the app.