Diana,
There is the possibility that this has been done purposely by Apple and this "oversight" may not get fixed.
It has been over two months, now, and Apple still has not issued a fix for this.
I am beginning to think that Apple instituted this in the "improved" (NOT) TV App to intentionally expedite this little operational feature "wrinkle" and NO fix is coming!
Apple has done something similarly underhanded and without warning and left out of iOS description updates to users before.
Apple coded the ability to stream iTunes purchased TV/Movie content from a remote, but local storage devices out of iOS sometime at some version iOS 8.
I discovered this feature omission in iOS 9 when I started inquiring about this.
This was an undocumented and workaround feature,that existed from iOS 5 to the last last iOS 7 update, to be able to stream iTunes purchased movie/TV content remotely from an external storage device, but Apple closed down, coded out this ability/workaround since, without notice or warning to users that had used this capability and it seems that Apple is not going to restore this ability anytime soon!
I continually send feedback on this issue, but I fear I am a minority user who has ever used this functionality.
Seagate and WD portable Wifi hard drives used to work with streaming PURCHASED iTunes video content,
NO MORE!
There is no way to do this any longer!
There is NOTHING you can do to get this to work!
This ability is gone!
Plus, with mobile, portable, WiFi hard drives and mobile flash drives, you are forced to use a drive maker's app to access these drives and the drive app is not capable of wirelessly streaming purchased iTunes TV/ Movie content as Apple's own DRMs have been preventing this, too!
The remote streaming ability was accessed through a workaround that allowed streaming of purchased iTunes movie/TV content though the iOS Safari web browser.
Apple closed up, coded out this workaround out of Safari during an early iOS 8 update, forever preventing protected, BUT PURCHASED, iTunes movie/TV from ever being streamed from a remote storage device.
Android devices do not have this limitation to be able to stream the same iTunes purchased content to their devices from a wireless WiFi remote storage device.
The only thing you can do is transfer movies from the drive to your iPad to watch the movies off of your iPad, now!
The wireless drive is just a storage vessel, now and not an external streaming device.
I have resorted to stop purchasing any more iTunes movie/TV content and going back to purchasing physical mulitiformat discs of movies/tv show and creating my own digital copies of DVDs that I can use with both my Seagate Wireless portable drives and wireless and lightning connected mobile, portable USB flash memory drives.
I can now directly stream all of my movie/TV content, once again, from external storage devices.
I still own the first generation iPad that still has iOS 5.1.1 that still has this capability. So, I can still stream movies from my Seagate Wireless hard drive to my 2010 iPad 1, but this is my only iPad that still can do this.
If you want Apple to restore this external streaming workaround feature/ability, please help our and send feedback about this removed feature here.
iPad Feedback
http://www.apple.com/feedback/ipad.html