Hi,
we see that you not uploaded all files that is necessary to this video work.
So, on this link
https://www.sendspace.com/file/usfaog
we are sending you test files for example, but you need to create yours to video look like you want.
After we uploaded test files at your site, video html5 shortcode still doesn’t work, we think this happens because you maybe install some third party plugin.
Try to deactivated plugins one by one and test then.
We also sending you screenshot to see that this video works fine on our demo theme, we test it.
Cheers