I can wholeheartedly recommend a great app for that, which I have been using for years now:
WALTR PRO.
You connect your iPad to your mac via USB, you drag-drop you movie file onto WALTR and it will ‘rewrap’ the original file into something iPad readable and save it in the downloads area of AppleTV + app.
It’s quick, it’s easy, it only downloads on your iPad, not on other devices.
Had I not already sorted it out I might have seriously looked at this. I used to use their YouTube downloader and it was pretty solid.
Years ago I bought a SanDisk Connect Wireless Stick. It is a thumb drive with a wireless access point built in, that runs off an internal battery. The connection procedure is a bit kludgy and it was discontinued in 2021, but the principle is still sound. I fill it full of movies and other media when I am traveling, and can watch them on any of my devices, or sometimes on a smart enough TV, through the USB port. I attach a long lanyard to it, so I remember to unplug it from the TV before I leave.
Wifi connected storage gives you flexibility on what device to use for playback, and can often support more than one simultaneous connection/feed you don’t all have to watch the same thing. The only catch is having to remember to charge the battery.
+1 to both these apps. Especially for the use case OP describes.
For videos that you own and don’t have to download at all, a simple solution is to use AirDrop to transfer them to your iPad. The videos can be accessed in the Files app on the iPad. If you also download the free VLC video player to your iPad, this app will play your videos when you open them in the Files app.
There is an even easier method for anyone who owns the Mac version of iMazing or similar iPad file manager. Videos can be transferred directly into the VLC queue with the help of iMazing. All your videos will then be displayed whenever VLC is opened. This is the method I use myself, and it works great; but iMazing costs about $40.
As several others have said for virtually any content VLC works both for video and audio that is not copy protected.
For copy protected both Netflix and Amazon Prime allow downloads. If you have YouTube premium it also allows 30 day downloads.
I haven’t bothered with Apple TV+ so can’t comment, also as mentioned iMazing is a really good product that also allows moving files on to (and off from) the iPad