In Opera, were you watching the video in the source page, or did the downloader create a window and show the video there??

There are many downloaders (some contain annoying adware, so shop carefully). Perhaps you can find one that offers a preview or doesn't interfere with the video playing in the page.

Thank you for reply. When opera starts to download file it puts it to the destination folder and gives destination name to file, so I can open it by VLC or PotPlayer and start to watch at any stage of downloading. Firefox makes some files called *.part, cashing somewhere, and I can't open the movie file before it finally downloaded. Its silly(. I used to do it, because in my connection average 2 hours hd movie downloaded about 1 hour. So, using Opera, just after a couple of minutes after pressing download button I can start to watch and file will be downloaded during wathing

I don't know of any way to change this. Maybe an add-on?

I've tied a couple, but they change only UI. Unfortunetly