How can I capture audio and video from Instagram posts on MacBook Pro?

There is an Instagram post with a video (and audio) I'd like to capture, and as many people have indicated, the Apple record function doesn't capture the audio. Is there a way (3rd party software/plugin, perhaps), hopefully free, that will allow me to define the screen portion on which the video appears and to capture it with its audio?

Many thanks!

[Re-Titled by Moderator]