Hi loveth209,
The first step to identifying a possible solution will be to narrow down or isolate the most likely cause for the behavior you're experiencing.
Try accessing or downloading videos from other websites or sources. If those work as expected, contact the site administrator or support to investigate your connection to their service further.
If multiple services or sites are affected, try using Wi-Fi or cellular connection in a different area to see if this can be isolated to a particular network or area, and work with the service provider or network administrator if that is the case.
If multiple services across multiple networks aren't working, try enabling or disabling Private Browsing per Turn Private Browsing on or off on your iPhone and check to see if you have any settings, software or configurations on the device which could affect network traffic. These include VPNs, security or antivirus applications, or firewalls.
You may also test this behavior using a different browser to see if the site is not configured for use with Safari.
Regards.