After copying your experiment and doing some careful process of elimination, it appears to be an issue with the video files themselves. I can get other mp4 files to play, even in your experiment with all the settings as you have them, but not your videos.
The issue may be the encoding. They are currently MPEG-4 encoded, whereas the videos I can get to work are h.264 encoded (and saved as .mp4 files). If you are able to re-encode your videos with h.264, that might be your best bet.