Tag,
The 'youtube-dl' program I use is written in Python, and you can examine the sourcecode if you are concerned about security {this is one of the nice features of 'open-source' software upon which Linux is founded}. I believe that there is a Python for Windows and thus this tool works on Windows.
But I think you are looking more for a GUI tool. I don't use Windows much so I can only recommend things I have read about. I tried downloading and installing one such windows tools this evening {running in a Windows emulator called Wine}. But the program didn't run in Wine, so I may have to boot up my Windows Virtual Machine in order to install this in order to evaluate it. But I don't have the time this evening to do this.
Ill continue to look for a solution to your question..