As Larry stated video files do not have EXIF metadata. Any location or keywords that might be added to the video in iPhoto or Photo can only be exported via an XMP sidecar file which will include description, title, keywords and location.. There's no way to include that in the file itself if exported as original. Then only an application that can use the sidecar file along with the video file to retrieve that information can put the two back together.
If the video file thumbnail is just dragged out of the Photos library to the desktop it will be converted to a m4v video file and that file will retain the IPTC description and keywords added in Photos (but not the title). Neither method will retain the location information.
If the video file is exported out as "Export video" with the checkboxes for Title, Location, etc. checked it will retain the keywords, title and description but not the location info. It will also be converted to a .m4v file in the process.