That's 2 different questions.
I believe VLC can open m3u links (playlists). Not sure about m3u8.
As far as downloading videos from an app, good luck with that. Or if you mean using an app (say, to download from a website), you could probably do it with Firefox?
If you have access to a computer, jdownloader2 is super easy to download from most websites.
I got Macs and an iPhone and I can download stuff so I know you can with Android. (I can also send videos easily between Android and iPhone.)