I must have an older version. It is Keynote v 5.2 because I don'thave "Self-Playing Movie" as an option. The only one I didn't try because I was sure it wasn't what I wanted worked. It is called "manual". I thought it was for manually advancing the slides in the slideshow. But, your advice made me second guess it and trying it (as a last resort). It worked, and I have no idea why something called "manual" would export the video automatically.
I'm seriously getting tired of having to use Apple's software as it it were written by Microsoft. But, I digress.
Thank you, Gary!