I downloaded a cinematic pack from MEGA.nz and opened it and played it in my video player. However, after I got done watching it. It deleted itself from quick access and I can’t find it. Does that mean I wasted 2 hours downloading something or is it saved somewhere on my hard drive? I don't think I clicked save after the download or I forgot.
Downloading from MEGA.nz is a bit tricky because it can look like you download it twice but in fact, you download it into a MEGA.nz "buffer" and then from your browser to your local drive. In your case, it depends on what you did... some browsers can provide "open file" without saving it locally. In such case, the file is opened (in video player) and removed from your temp folder on video player closure.
Your only chance is to download it again from buffer if you did not close that browser tab. If you did, then you are good to go downloading it again for 2 hours