It’s not possible to play the vid while you open another level inside the current using the OpenLevel node.
The problem is, OpenLevel bins everything, except the level it’s opening. So it also gets rid of all your logic and the video.
Two ways around the problem are:
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Play the vid, and use a delay to open the new level after a certain time.
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Use level streaming. With streaming, you can add the new level to the current one