When you're downloading files, they are usually saved into whatever folder you have set as your default. Your browser normally sets this folder for you. In browser settings you can change and choose manually the destination folder for your downloded videos.
Yes, you can download Facebook Live videos but only after they finish streaming.
Raindl doesn't store videos. Neither do we keep copies of downloaded videos. All videos are hosted on Facebook's servers. Also, we don't keep track of the download histories of our users, thus making using Raindl totally anonymous.
Yes! We are currently working on a new Firefox addon that works the same way as our Chrome extension.