I have a command set up that basically does this:

    yt-dlp -i --format "bestaudio" -x --convert-thumbnail jpg --add-metadata --embed-metadata --embed-thumbnail --audio-format "best" -o "%(autonumber)02d %(title)s (%(upload_date>%Y-%m-%d)s) [%(id)s].%(ext)s" "https:// ... youtube URL ..."

This adds some tags and the thumbnail as cover file. It will save to whatever format the video itself has, usually .opus.