Thanks for reaching out.
It appears the existing image was just a background, and it has transparent section where makes it looks like a header background.
You can achieve this in at least two ways,
1) Using Pro header builder, add a header bar with specific height and add a video background. Please check more details here https://theme.co/apex/forum/t/pro-header-and-footer-builder-introduction/103
2) Add video background to your empty and transparent section. Please inspect your section like this
Then add your video URL as this
That should apply videos to your upper section which will act as your header. It should work that way since your menu is overlapping on transparent section.