The Video Header options shows under Appearance Settings in Edit Page – Edit Post – Edit Agent – Edit Property (* except for when you choose to have full header slider)
For the video header you can add self hosted video in mp4, WEBM, OGV versions. You can include a cover image (in case the video is not supported on specific devices – browser related situations).
As design options you can choose to make the video header full screen or fixed height, you can add an overlay color (choose your color with a color picker tool) and set the opacity value for the overlay color.
Header example with video header