First, unless you redistribute the video (esp. for profit), you should have nothing to worry about.

Now, for the educational portion of our program:

Unless your ISP censors internet traffic, it is absolutely possible to pirate without a VPN. Barring censorship, your ISP usually doesn’t give two shits about what your traffic is as long as your bill is paid. Those letters they send are in response to a lawyer notifying them that an IP address was found to be distributing copyrighted material.

Companies obtain these IP addresses by “pirating” their own material and recording the IP addresses of any seeders they find. If this IP address belongs to a VPN service that doesn’t keep logs, they cannot be in possession of said material. Additionally, they have no way of knowing what traffic went to which customer after the fact. So, any letters sent by lawyers to the VPN service are pointless. Which is why, if you have a good VPN, they can’t trace it back to you.