Store them wherever you want. There are many download options. Personally I share them with whatsapp web. It’s really simple, once set-up. Since you can’t normally send a message to yourself, I tricked whatsapp by creating a group with a friend. I called the group, “File transfer”. On creation, that had me and my friend in the group. I then deleted him from the group, leaving only me. Then, when I want a Blink video, I simply click on share, pick whatsapp, and choose my File transfer group, which is now only me. Now, by accessing whatsapp web on my PC, I can do with the file whatever I want.
If you have issues with space on your phone, you probably already have a routine for backing up your data elsewhere, such as to your PC, Mac, or to some other apple based cloud mechanism, of which I know nothing. If you do, just run that routine more often, and make sure it includes the location to which Blink videos are stored when you choose to download them to your phone.
As you said, email them to yourself.
Incidentally, I think you were joking, but I didn’t mean to imply that Amazon or Blink are big brother and can’t be trusted not to spy on us. My point was merely that if you rely only on them, not only do you run the risk of losing them with the auto delete function, you run the risk of them losing your account altogether. It happens, or even if you lose access to your own account, and can’t convince them it is yours to reopen it, etc, etc. I just meant don’t ever rely on a single location, it can only lead to disappointment.
Good luck with your choice.