Solved it!
This was making me crazy for a while, scanned all the posts I could find, tries all suggestions, Nothing worked!
But Then:
While connected to WiFi, open the TV App on your I-Pad, go to Library. It will show all purchased videos.
Tap the video you want to "Save" to view in Airplane mode. You'll get a page that shows a brief explanation of the movie. You can then press the "Play" button....But Don't!
On the far right side you will see the icon for "Cloud" down load. Press this instead. You will get the circle showing progress which will eventually become solid, then the word "Downloaded" will show.
Thats it...you can now go to airplane mode and watch the movies you downloaded through Cloud.