If the previews work - the videos should do also? Although I've not got a PS4 to test - Does it give an error message or a reason why videos won't work? Did you try the newest videos?
I've used plex to stream downloaded content from a PC to an xbox one and smart TV - You can get plex for a PS4 (its free) the only thing is you'd have to download the files to a PC first, then stream to your PS4 - it's worth playing around with - it might not be the perfect solution though?
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