You can purchase individual episodes or the entire third season. Purchased content can be downloaded to the Prime Video app on mobile devices. Check Harley Quinn on Amazon
In this episode, Harley is determined to prove she can be a hero on her own while Ivy is away at a "Green-ival" conference. The plot follows Harley as she attempts to rescue King Shark, who has been kidnapped by his brother, Prince Shark, to return to the underwater kingdom for a royal wedding. Official Streaming Platforms
Available for purchase and offline viewing on Android and iOS devices. Technical Specifications (AAC/MP4)
To watch or "download" for offline viewing safely and legally, you should use official services. Most of these platforms allow mobile downloads within their apps:
Similar to Amazon, you can buy the season and download it via the Apple TV app.
The file naming convention you mentioned refers to specific technical formats: