How do I stop Music adding clips I download to its own media folder too?

Make sure that you're only downloading the file, not opening it automatically. Presumably the default to open will be Music, which can only play content that is part of the library. You're also going to have Copy files to Music Media folder enabled in settings, which means that Music will make a local copy. You can turn this option off, but that can potentially cause issues down the line when you try to move the library to a new computer and things are scattered around multiple locations. Once the file is downloaded you should be able to ctrl/right-click and open with say QuickTime to avoid getting Music involved.

tt2