Using a downloader violates Udemy's Terms of Service . While Udemy allows offline viewing via their official mobile app, desktop downloading via extensions can lead to account flags or bans.
Downloading extensions as .zip files from unverified third-party websites (like GitHub or file-sharing mirrors) poses a significant security risk. Malicious code can be injected into the extension to steal browser data or passwords. Udemy Downloader Extension Chrome Zip File
This article breaks down everything you need to know about Chrome extensions designed to download Udemy courses, focusing on the elusive "zip file" installation method. Using a downloader violates Udemy's Terms of Service