Before I deleted my Facebook and Instagram accounts, I downloaded all the data. My IG had served as a training log and I didn't want to lose those notes/pix/videos. None of the files retained their exif data, but part of the data download included a JSON file with dates, captions, and the path to each file in the folders I was given. It's really not very user-friendly for the average layperson, but I knew it was just a matter of connecting the dots.
I figured this was a good opportunity to try playing with something new, so I am giving Vue.js a try. It's not pretty but at least I can review my training log now (and all the other junk I threw on IG while I was using it!)
Maybe I'll clean it up and make it something anyone can use if they decide to download their IG data. I left out comments from friends, but I those could easily be included too. I actually deleted the file that contained them and then that computer died, so it might take a little work to retrieve them if I want to add that view!