[RunSet]

You can download with yt-dlp over tor by starting the tor browser bundle and then calling yt-dlp like this:

yt-dlp --proxy socks5://127.0.0.1:9150 https://www.youtube.com/watch?v=pCh5WrNgydw

[yubblegum]

Heads up for anyone who assumes (like I did) that that is the URL for the John Oliver video, it is not. OP should have used $URL for his example.