I know YouTube is a terrible provider of pirated content and also that it is almost impossible to pirate without a VPN, but I would like to know: if I download a movie from YouTube (directly from it, of course) without a VPN, will I receive “that type of message” from my ISP?
Your ISP cannot differentiate between weather the YouTube app is streaming the video or any program is downloading the video.
So don’t worry about it.