On older DJI Phantom drones you could ssh into the drone and pump the video into ffmpeg or wherever. I think they became more proprietary and locked down so I don't know how easy this is to do nowadays.
What do you mean? On the one hand DJI sell their downlinks separately (Lightbridge and DJI FPV) as standalone products. On the other hand there's a decent modding community for DJI gear: