Hi petesguitar1,
Welcome to the Apple Support Communities!
We are happy to help with the issue you are having with your Airdropped videos not playing correctly. You might want to restart your computer and see if that helps. You mentioned you are running Catalina 10.15.7. You want to make sure you are running the latest software of macOS and iOS. Learn How to update the software on your Mac here. Learn how to Update your iPhone, iPad, or iPod touch here.
We recommend you check for any profiles you might have installed and remove them if you do not recognize them. Check out the section "Remove a configuration profile from your Mac" in Use configuration profiles to standardize settings on Mac computers.
We recommend you Start up your Mac in safe mode and see if the same thing happens.
You might also want to create a new user and test there as well. Learn how to Set up users, guests, and groups on Mac here.
Cheers!