Apple TV doesn't have what is known as "persistent storage." This means that the Apple TV's own software decides how much space to allocate to each app.
While it does this with the users best interests at heart, it can sometimes delete files it deems "unnecessary" in order to keep enough space free for newer files and apps.
This means that sometimes the Apple TV will delete downloaded FulGaz ride videos.
It can do this without any warning. It's unfortunately something we cannot get around as it was just the way that the apple TV was designed to operate. To reduce the chances of this, it's best to always keep at least 5GB of space free on the device.