What is the best way to backup iTunes movies?

what is the best way to backup movies purchased from iTunes Store. I ask this as 2 x movies I purchased in good faith at £10 each have been removed & I am no longer able to re-download them, which is how I normally use my Apple TV 4K.

I won’t go into a long rant about this, other than to say I clearly need to return to buying physical blurays instead.

[Re-Titled by Moderator]