There are no official DVDs of Cold Case (I am in the U.S.) They never made a DVD or VHS set. The reason the show is unobtainable has something to do with how the show has music in the beginning and the end; tons of unresolved licensing issues. There are bootlegs but you get the same crappy quality as attempting to pirate it online. Keep in mind the show is Cold Case, not Cold Case Files. The two are not even alike. One is available but not the other. I am strictly talking about the CBS show Cold Case, with Kathryn Morris. Each episode starts out in the past, showing a crime in progress, with period-correct music, even going to black and white if far enough in the past, then it cuts to the present, they finally solve the crime, find the one responsible, then you hear more period-accurate music with the victim's ghost appearing at the end. Unlike other crime dramas such as CSI or NCIS or Bones, it is a unique format and very addictive.
My 65" TV in the living room has an Apple TV connected to it, and if you purchase content and it somehow vanishes from say iTunes or the App Store, it remains in your 'purchased list' and can still be played. Same goes for Amazon purchases and Google Play purchases (can access all of 'em). I got apps on my (now retired) iPhone 6S that were pulled from the App Store back in 2012--only possible to install them via the 'purchased' tab, which is intriguing to look at, with games such as ForestVille (long dead, sadly, even on 'supported' hardware since Zynga killed the servers--another nail in the 'I refuse to use the cloud' coffin) among others.
I certainly won't be doing Apple Arcade or Google Stadia however. I always purchase my games as well. Never know if your internet might go out for days or weeks.