Run into the same issue,here is what worked for me, import the video as file media source, create a media player, check video and audio outputs, now this is wher could get tricky
Wherever you want to play the video be a widget or static mesh, create the pertinent material right clicking the video output and give create material
The in wherever blueprint you want to play the video, create a media player variable, then from that variable drag “OPEN SOURCE” and select the media source you imported
After that then follows whatever you want to do with the video
Hope it helps