I've tried to actually embed a playable video on dashboards, using the web page widget and some simple HTML 5 markup. It works great on the desktop but for mobile you will be presented with a URL like my first screenshot below. However, upon clicking this link from mobile, you will be directed to a page where you can play/download the video. Would that work? HTML code below as well.
1) put the below code in a code page in QB--replacing my URL in quotes (src="....") with your video's URL. Call it something like "videoembed.html"
2) display videoembed.html page in a website widget in a dashboard page (copy the URL from the page preview and paste that into the web widget)