I've had a look at your XF1 site and I think the video that's missing is certainly playable there.
If there was a process to copy your live site to a different place on the server or another server, it has been known that sometimes certain files fail copying or their permissions get changed or similar.
It's probably best to ascertain the file is on the server first.
On your XF1 site, it looks like the original file is in this path:
data/xengallery_videos/35/35880-86431446c4f92a3f99a788b380f5189d.mp4
In XF2 there should be:
data/xfmg/videos/35/35880-86431446c4f92a3f99a788b380f5189d.mp4
If that file isn't there in XF2, just copy it from your live site to the new path in XF2.