Hi Allen,
I appreciate your response with all the good advice, but none of this helps. I was using my simple setup* just fine, I updated to iOS 8.3, and I get "Cannot Play Video, the connected display is not supported", with a close button.
If I leave it alone, I get the sound of the video, continuing on. When I hit close, it backs me out completely to the video library.
When I connect my husbands phone, which has not been updated yet, it works just fine.
Also, I tried three different vga cords, and another, newer display. Same thing.
*simple setup= iPhone + Apple VGA adapter + VGA cord + Monitor
added to that was a simple audio cord from iPhone to monitor for sound.
Very disappointing, as it took me months to find a setup that worked
I read that if I act quickly, I might be able to downgrade to iOS 8.2, but that has its own risks, since I went from 8.1.3 directly to 8.3.
Thanks again for the good ideas