Hello JojoCarl1,
Welcome to Apple Support Communities. We understand that you are getting this error message when you try to transfer files to an external sd card.
To isolate this, does it happen with other file types or all video files? If possible, try transferring the files to another drive to see if the same occurs there. This error may indicate a hardware issue with the disk. Try the steps in How to repair a Mac disk with Disk Utility to check for errors.
Testing in safe mode might also help isolate this since that will prevent certain software from loading. Check out How to use safe mode on your Mac.
Take care.