From your post, I gather that you're unable to play videos on your iPhone because they just show an exclamation point and say "download error". I'm happy to provide some help for this issue.
Are you using iCloud Photo Library and have Optimize Storage on, by any chance? If so, the following information can be helpful:
iCloud Photo Library
If you turn on Optimize Storage, iCloud Photo Library automatically manages the size of your library on your device.Your original photos and videos are stored in iCloud and space-saving versions are kept on your device. Your library is optimized only when you need space, starting with the photos and videos you access least. You can download the original photos and videos over Wi-Fi or cellular when you need them. You can use Optimize Storage on your iPhone, iPad, iPod touch, and Mac.
Thanks for using the Apple Support Communities. Cheers!