Hey there, @Adrest98
Bo here from Shopify Support!
That is a really great question. Could you tell me a little more about this? What theme are you currently using? Is this a native feature of the theme or was it added on by a developer? Or perhaps an app?
Also, is this video being added by a link such as YouTube or Vimeo or do you upload the video from your computer?
I look forward to hearing from you,
It is really a strange issue, can't you please also send live url of the site and also maybe the youtube url of the video you have put in settings.
I have just added it into a test store into a debut theme and it plays when I click on play button.
In you case you click on play button and nothing is happening ?