In order to read video (loaded via XmlHttpRequest), you must enable CORS:
Example for AWS:
<CORSConfiguration>
<CORSRule>
<AllowedOrigin>https://*.mydomain.com</AllowedOrigin>
<AllowedMethod>GET</AllowedMethod>
<AllowedHeader>*</AllowedHeader>
</CORSRule>
</CORSConfiguration>