At this time WhatsApp doesn't have option or menu to save/download the video or photo status. You can only open or see the pictures/videos of your friend's status, but you can't download or save them.
The solution, you can use the special app for saving the video/photo status.
For Android, you can use app named : Status Saver for WhatsApp
1. Open Play Store, then search the App using the keyword: Story Saver for WhatsApp
then choose and install it
2. Before you can be able to save or download the photo or video using this App. you must open the video/photo status in WhatsApp App.
3. After seeing the video/photo status in WhatsApp status, open the App Story Saver for WhatsApp.
4. Choose Recent Stories, you will see the videos/photos. then select the video or photo you want to download.
5. Click the download icon.
Photos will be stored in StoryPictures folder. Videos will be stored in StoryVideos.
You can open through Gallery menu.
