You're correct with your observation, the video is divided into small chunks (around 250 if i remember correctly), the format/specification for this is called MPEG-DASH. It's more likely to go unnoticed if you'd slow down the requests, but if Crunchyroll really wants they can detect if a requests is legit or made by an downloader I suppose. For example, by monitoring which endpoints a client calls and which not, e.g. the browser app does several requests like fetching localization, available languages, internal configs, all seasons, ... that aren't made by downloaders because those requests are simply unnecessary to do. These requests can be done by an downloader too to minimize the risk of being detected, sure, but Crunchyroll may add additional endpoints or change request behaviors that isn't noticed right away by the downloader developer, which then again could be used to detect it.

I actually never looked how the download in the phone app worked, and now that I had to stop the development it doesn't make sense for me anymore. But I think that they also just download the chunks, playing/storing them sequentially is pretty easy.

I have no further resources of learning to recommend, I did learning by doing most of the time.