Hey there, @Amckenney212 
Welcome to the Netlify Forums 
I can confirm that the video is not loading on my end either. Are you using Large Media? If so, I want to point out that Netlify Large Media is not suitable for streaming audio or video files. However, storing these assets for download should work well.
I recommend reviewing this documentation and the limitations section:
Additionally, this Support Guide is a great resource for troubleshooting large media configurations: [Support Guide] Troubleshooting your Netlify Large Media Configuration
Please take a look at those, follow the suggestions, and let us know how it goes!