Does your M_VideoScreen material have the correct parameter?
Here is my material where I use the paramter RT as the target
Also media Texture & media player are made in the c++ beginplay?
Not sure why you are constucting media player though
it is being made in the begin play.
If you want the code for media texture Code in c++
UMediaTexture* MediaTexture = NewObject<UMediaTexture>(this);
MediaTexture->SetMediaPlayer(MediaPlayer);
MediaTexture->UpdateResource();
MediaTexture->AddToRoot();
You can also call MediaPlayer->Play();
Also try using open source latent to only play once the source is done preparing.