Sometime ago there was another user with a similar problem. He shared his video and the problem was that looks like unreal engine (until 4.5.1 at least) doesn’t want to replay videos other than 720p ones. That video was 1080p and was directly ignored by the engine.
Don’t know if maybe it’s the same problem you’re having… hopefully yes and you can just fix it by reencoding it at different resolution instead.