Unfortunately, for most devices you cannot record cloud footage directly to your SD card. However, you can record part of the cloud video and download it to your device.
To do this you will need to follow these steps:
Click on the Cloud Video playback button underneath the camera you want to record the footage for,
Click the camcorder button underneath the video timeline to record,
Click the camcorder button again when you want to stop recording,
When the recording is complete it will be stored under “My Files/Local Files” under the main menu,
Select the video that you would like to save and click “Saving to Album”,
The video will now be available in your phone’s gallery.