Here is the solution I found:
On event construct I call the function “Start Video” [IMG_1] which sets the brush of the image of my widget from a texture.
This will also call the “OpenSource” event that I have in a specific “MenuGameMode” that is used whenever my menu pops up. This event is used to open source of the video. Notice that all arrays are built up respectively, meaning that for example, “video_1” (Media Player) is on index 0, then “video_1” (Material) will also be on index 0.
The important part here is just the Open Source node, the rest is optional*.
*I use the Rewind, Play, and Close nodes to have more control over the video, so that I can choose when to start, stop, restart the video.
(Here you have some more info about how to set up your textures and variables if done as me:)
After you created a “media player” of your video, set it to “play on open” (this might not be needed). then use “media texture” for each video and create a material from it. Set the “material domain” of the texture to “User Interface”. It should look something like this:
Then Inside your widget create “Wallpaper Texture” (array) in which you put all your materials (materials created from media texture), and promote the randomized index to a variable (we’ll need it later). Then go to your specific game mode for the menu and create a “Wallpaper” (array) for your file media sources, and a “MainMainMenuMedia” (array) for your media players. Change the variable names as you like of course, but that should be it already.
Hope it helps!