I've seen this on macOS and it seems to be caused by some videos being rendered in hardware.
A solution is to use javascript to create a canvas, draw the currebt video frame into the canvas, then show the canvas while you take the screenshot. That seems to force the video content to really get included in the webView properly and then it shows up in the screenshot.
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More info This only seems to affect Mojave (10.14)
The bug seems to crop up depending on the order in which you installed Safari 14 and Security Update 2020-005. If you installed Safari 14 after the security update, then everything is fine.
see mrmacintosh.com/mojave-2020-005-security-update-causing-major-problems-updated/
Also seen in the very popular Aerial screen saver https://github.com/JohnCoates/Aerial/issues/1107
This has been submitted as FB8745172
Solution: turns out it was the USB Ethernet dongle - I removed that, switched to WiFi, and the download was successful.
Here is the log file I found in Console / Log Reports / Installer.log: Notice the errors "The Internet connection appears to be offline"
I wonder if it is my USB Ethernet dongle? Or are apple's servers just being hammered?
(Sigh - these forums have a very small maximum post limit, so here's a shortened version):
2020-05-23 07:38:45-07 MBA-Catalina softwareupdate_firstrun_tasks[313]: Performing BaseSystem SU Cleanup.
2020-05-23 07:38:45-07 MBA-Catalina storagekitd[315]: Starting SKDaemon...
[... many lines deleted ... ]
2020-06-23 08:17:01-07 MBA-Catalina storagekitd[638]: Client entitled for information
2020-06-23 08:17:01-07 MBA-Catalina storagekitd[638]: Adding client connection <NSXPCConnection: 0x7f8712704c40> connection on mach service named com.apple.storagekitd from pid 165
2020-06-23 08:17:03-07 MBA-Catalina syspolicyd[165]: Connected to daemon. Language set to: en
2020-06-23 08:30:42-07 MBA-Catalina softwareupdated[438]: 001-18401-003: Error downloading package InstallAssistant.pkg due to error:(Error Domain=PKDownloadError Code=14 "(null)" UserInfo={NSUnderlyingError=0x7faab1bdcb80 {Error Domain=NSURLErrorDomain Code=-1009 "The Internet connection appears to be offline." UserInfo={_kCFStreamErrorCodeKey=50, NSUnderlyingError=0x7faaaf472d60 {Error Domain=kCFErrorDomainCFNetwork Code=-1009 "(null)" UserInfo={_kCFStreamErrorCodeKey=50, _kCFStreamErrorDomainKey=1}}, _NSURLErrorFailingURLSessionTaskErrorKey=LocalDataTask <9F919B64-B1E9-417A-8F7E-FF360753F2C5>.<1>, _NSURLErrorRelatedURLSessionTaskErrorKey=(
		"LocalDataTask <9F919B64-B1E9-417A-8F7E-FF360753F2C5>.<1>"
2020-06-23 08:30:42-07 MBA-Catalina softwareupdated[438]: 001-18401-003: Downloader has Stopped:<PKDownloader>
			<PKDownloaderQueue>
	 max concurrent downloads: 10
	 0 active downloads:
	 0 queued downloads:
	 total bytes queued: 6122168724
	 bytes completed: 6122168724
	 bytes dequeued so far: 6122168724
	 current progress: 100.000000
	 dequeued progress increment: 0
	 progress derating: inf
	
	 download speed: <PKDownloaderSpeedTracker bps=4980597 with 4402504084 bytes since 2020-06-23 15:15:57 +0000>
	 checksum speed: <PKDownloaderSpeedTracker bps=6939917 with 6113198080 bytes since 2020-06-23 15:15:57 +0000>
[... many lines deleted ... ]
2020-06-23 08:30:42-07 MBA-Catalina com.apple.preferences.softwareupdate.remoteservice[430]: SUOSUShimController: Install finished with error: Error Domain=PKDownloadError Code=8 "(null)" UserInfo={NSUnderlyingError=0x600002eb42a0 {Error Domain=NSURLErrorDomain Code=-1009 "The Internet connection appears to be offline." UserInfo={_kCFStreamErrorDomainKey=1, _NSURLErrorFailingURLSessionTaskErrorKey=LocalDataTask <1F14CDD5-B5C1-4C0D-A1C4-0FA3142162F2>.<1>, _NSURLErrorRelatedURLSessionTaskErrorKey=(
		"LocalDataTask <1F14CDD5-B5C1-4C0D-A1C4-0FA3142162F2>.<1>"
), NSLocalizedDescription=The Internet connection appears to be offline., NSErrorFailingURLStringKey=http://swcdn.apple.com/content/downloads/15/52/001-18401-A_I5FFC1VB5J/rrfxkhkf3ykxzj3zjshu1srsh4n74a41n4/InstallAssistant.pkg, NSErrorFailingURLKey=http://swcdn.apple.com/content/downloads/15/52/001-18401-A_I5FFC1VB5J/rrfxkhkf3ykxzj3zjshu1srsh4n74a41n4/InstallAssistant.pkg, _kCFStreamErrorCodeKey=50}}}
2020-06-23 08:30:42-07 MBA-Catalina system_installd[571]: PackageKit: Removing client PKInstallDaemonClient pid=438, uid=200 (/System/Library/CoreServices/Software Update.app/Contents/Resources/softwareupdated)
2020-06-23 09:28:25-07 MBA-Catalina Boot Camp Assistant[853]: Attempting to cancel container resize for disk1
2020-06-23 09:28:25-07 MBA-Catalina Boot Camp Assistant[853]: APFS OS Status: 0x0
2020-06-23 09:28:25-07 MBA-Catalina Boot Camp Assistant[853]: Target disk: disk1
2020-06-23 09:28:25-07 MBA-Catalina Boot Camp Assistant[853]: Could not read disk0s4
Update: the actual error shown in the Software Update control panel is:
"Installation failed. An error occurred whiole installing the selected updates"