Hi Murillo,
I see the information/request and can 100% understand why you want to block downloads or sharing of your content. Before I give my suggestions, you need to keep in mind that you will never stop anyone from stealing content, if they want it, they will get it. You can record the laptop screen, you can record phone screens, you can record screens with a camera etc.
Here is my suggestion: You can 100% make use of videos in Moodle and make it very difficult for users to "take" your content and you can at the same time actually get some proper information out of the user while doing so and make sure they actually watch the video. H5P is a content creation tool and one of the
activities you can create with it is called "Interactive video". This activity allows you to pull in a video and put questions, information , popups etc on the video and there is no
download option. The tool is extremely easy to use, see below links to the Moodle plugin, the activity and also Moodle's path to H5P integration into core code (not too great as of yet).
H5P:
https://h5p.org
Interactive video:
https://h5p.org/interactive-video
Moodle's integration into core:
https://docs.moodle.org/dev/H5P
I hope the information helps