During the workload your videos are not being played from the VSI content share. You may not have the default GPOs associated with users / target.
This can be due to the websites with the video embedded not being in the appropriate Trust Zone within IE. To correct this you can modify the IE control panel setting to automatically detect the appropriate zone for content loaded into IE.
You can correct this with a GPO at the following location:
You can configure the following policy to enable "Automatically detect intranet network":
[Computer/User Configuration\Policies\Administrative Templates\Windows Components\Internet Explorer\Internet Control Panel\Security Page\Turn on automatic detection of the intranet]
Login VSI 4.0 and greater