Hello Galachiev,
Thank you for posting in the Apple Support Communities. From our understanding, you're unable to successfully relocate or play a FiLMiC Pro video file that was saved to your iPad using AirDrop from your iPhone. We'd like to offer you support.
Has this process ever worked for you in the way you're trying to share and save files? To test, try using AirDrop to share a photo or video taken using the Camera app from your iPhone, instead of using FiLMiC. This test might provide additional clues.
An alternative solution we suggest is using iCloud Drive on your iPhone and iPad to share files.
Share files and folders in iCloud Drive on iPhone
Share files and folders in iCloud Drive on iPad
Moreover, if you have an adapter, see if you can connect the external hard drive directly to the iPhone, instead of using AirDrop.
Connect external storage devices to iPhone
We hope this information is useful. Kind regards.