Cookies are definetly not an issue. Videos are working on standard servers, but not on PTR2 at least for myself. Yet I see that videos could be picked up by other players. Maybe videos could be somehow working only for some regions/countries?
There was an additional check added that now forces to allow cookies before any videos can be watched, however this has been a recent change that so far has only been made on the PTR meaning the live servers are NOT affected. I am currently further investigating on the topic.