https://addons.mozilla.org/en-US/firefox/addon/ff2mpv-for-windows/
This requires editing the registry to add a ytdl:// protocol but I prefer that to running a companion program like all the alternatives (for windows) require. You can probably edit the command that the .bat file adds to the registry to get it to also download the video with yt-dlp in addition to playing it in mpv but I haven't tried that yet.