Tried that. I had the same problem before i upgraded to yosemite with 6.3 too. Yosemite and 6.5 were fresh installs too so the problem did not go away from fresh installs.
These are confirmed problems with me :
1. The "copy audio and movies into document" is a joke. Whether you check it or not, it copies/embeds it into the project
2. Package vs Single does not change the performance or size of 6.5 when working with large presentations. No matter what you try, 6.5 will always embed any video into its project file and the bigger that file gets the more sluggish it gets, the longer it takes the save, the more space you use up, the more invisible cache files are created.
3. My presentation is heavy with video, it's about 30 gigs and every video is compressed using compressor into mp4 as well. My presentation is 450 slides large and is a 2 day presentation. I will probably cut it into 2 eventually (day1 and day2) but I still want a project that references video, not embeds.
I had the same problem before yosemite with 6.3. The problem is when they changed keynote to version 6.xxx the option to reference video files was taken away even though they give an option in preferences.
I did find a work around. The only work around for my situation.
I converted 6.5 to keynote 09 version. It took a very long time for me but finally finished. Some of the images did not link so I relinked them in manually. This project has the same problem with being a large file but I was eventually able to create a session that "referenced" the video instead of "embedding" the video. I created a new 09 keynote session (it was 5.3) and copied slides in the newly saved 09 version (had to do this in sections because i had too many slides). Copying a slide from one 09 project to another 09 project with a video (cmd-c, cmd-v) is the ONLY way to reference video. once you copy all the slides in place and save, the session officially links (not embeds) the video and my project file went from 30g to under 100m. This does not work in 6.5. 6.5 also has a weird caching issue where it literally takes up double the drive space by slowly eating invisible cache that cannot be tracked without special software, and cannot be controlled to the best of my knowledge. Its not in the hidden library either, its invisible. This may have to do with me having an internal SSD, Im not sure. Once you quit the app, the drive space miraculously reappears. My situation was losing about 45 gigs ...gone. This issue no longer exists with the 5.3 referenced project. Its unfortunate because i love the look of 6.5 but apple has to fix this bug before i go back with large presentations.