Using SPO, I create a Quick Links web part (on a Modern page), add a link, select Site, and pick a video (MP4) file from a Document Library on the site.
The link appears, I can choose a thumbnail, etc. However, clicking it does nothing at all except it sometimes scrolls the window to place that link at the top.
Oddly enough, at least in Firefox if I press F5 to reload, then the video loads. This is inexplicable to me.
If, instead of using the Site option when adding a link, I use From link and paste in the link from the Document Library's "Copy Link" function, everything works.
SharePoint bug? Is there a workaround?