My question is simple, how does my security gets lowered when I e.g. use external programs like IDM, FreeDM and others compared to the Browser integrated mechanism/addons?! I'm think about: Referer leak DNSleak/IP JavaScript Malware Sandbox fingerprinting mechanism XSS/Cross .... Since e.g. IDM monitors your clipboard and use it's own pre-defined referer it works different from the browser own mechanism which means I have no control over it (except the given options within the program). So what's more secure? I guess downloading via Browser only?! Or doesn't it matter at all?
I use IDM only if I want to download something, not interested in Browser integrations, .. etc, also I install it in a sandbox (SBIE) each time I want to use it!
IDM and others add a browser extension that just grab the url and send it to the main program which is outside the browser reach, so it doesn't matter which security the browser implement; the download is made by the software so all security/privacy related subjects depend of the software used. Now you have browser extension that capture medias using the browser downloading feature, but i don't used them, so i can't tell much.
I would advise to never let download managers inject code into the browser, and to not let them install a driver, because this can be used to hijack and spy on browser traffic.