Yes, if you are an active discovery+ subscriber with an Ad-Free plan, you can download shows or videos by enabling the "Download over cellular" options one of these two ways.
From your app settings:
- Select the profile icon at the top right corner of the app
- Select "Settings"
- Select "Download Settings"
- Enable "Download over cellular" option
From your Downloads page:
- Get into your folder by tapping the Downloads icon at the bottom of your screen
- Select "Settings" on the top right corner of the page
- Enable "Download over cellular" option