Some videos are age-restricted, private, or members-only. A cookie file lets GrabZilla download these videos by authenticating with your YouTube/Vimeo account.
How to get a cookie file:
Install a browser extension like "Get cookies.txt LOCALLY" or "cookies.txt"
Log in to YouTube or Vimeo in your browser
Click the extension icon and export cookies for the site
Save the cookies.txt file to your computer
Select it here using the "Select" button above
Tip: Keep your cookie file updated. If downloads fail, try exporting a fresh cookie file from your browser.