Also, a quick google tells me there is a higher percentage of .mp4 recommendations(MPEG-4 encoding specifically) with UE4 - even by Epic. Have you tried .mp4 also? I understand this seems to be a cooking issue, but the DevKit - and the .5.1 engine itself - is quite buggy/glitchy and things don’t always work the same way for two people oddly enough.
That may work in Vanilla UE4, but this is a modified -extensively - engine that is using a mod system also, so things need to be done a little differently. The main thing I would change here, is to copy the video to the mod folder on your harddrive instead of the movies folder… this is entirely because from my knowledge and understanding, essentially-data-mods(green) need their assets contained in a single folder.
From there, if you haven’t already, look at how the LoadingScreen media player is referenced. They add the MediaPlayer to a material, which is then used in/as a texture and as part of a UI. These things give a hard-coded reference, which is what you need for the cook to pick it up.
Which begs the question, what are you trying to do with the video - if you haven’t gotten it working already?
I was just trying to play it on a mesh in the fashion as you describe. I had done the things you said as far as I can tell, however I worked around this by using a gif turned into a flipbook material as I only needed the video portion and it wasn’t very long (~4sec).