Hi Kevin Fabrizi,
Thank you for contacting Telerik Support.
The problem you are experiencing comes from the fact that your video control has not yet been published. Let me elaborate a little bit on that. When you are adding content controls on a page (like the Video control) and hit preview you will see a preview of the control. However when you click on any link in the preview page (for example you want to play a video from the Video control) you are going to a page that is no longer in preview mode. Hence the error, it is looking for a resource from a control that is not on the page. However if you publish the page with the video control you will not experience this error anymore. When the control is published you will not get the error in the preview mode too.
We are aware of this issue and will try to fix it for next releases.
I hope you will find this information useful. If you have more questions, please feel free to contact us.
the Telerik team