The video file isn't where the app expects it. It should be at:
A folder for one player or group. Import videos into it from Photos or Files; they're saved inside the app on this device.
An empty folder you fill from inside the app. Use the + on any clip or cut to add it, like "Bat path examples" or "Load and stride". Clips stay in their original folder too.
Point the app at any folder of videos, for example one you exported from Photos or copied off a camera. New videos you drop into that folder show up the next time you open it.
Albums need downloading from iCloud first, which the app can't do from inside a browser. Copy the request, paste it to Claude, and the album shows up here after the next sync.