If official download options are not available in your region, consider these alternatives:
The Disney+ Hotstar mobile application (available on Android and iOS) features an official "Download" button under each episode. If you have an active subscription or if the content is available under their free tier in your region, you can safely download the episodes directly to your device's internal storage for offline viewing within the app. YouTube (Star India Channels)
You can officially stream all episodes rather than relying on unauthorized downloads: