Embedded MP4 not loading when published as Video.

This does work because I've recently tested it but what I've learned is that if your imported video is an odd aspect ratio then it sometimes doesn't get converted in the publish process. Also make sure you use slide video and not event video. This way the duration of the slide is equal to the duration of the video. When you use event video the slide will only be the default 3 seconds and often not long enough for most videos. 

Overall I still recommend using a proper video editing tool for this type of work, such as Adobe Premier Pro, or Camtasia. Best of luck

Agree with @TLCMediaDesign , not a good idea to embed a video in a cptx project and publish then as a global video. If it is really necessary because you don't have a video editing application, you could play the project with Preview HTML in Browser and record it using Video Demo. Not sure about the resulting quality however, make sure to edit Preferences and set it to 32-bit instead of 16 bit for Recording.

Never had any luck putting a video in Captivate and then publishing to video.

If you need something in Captivate to be a part of the video, I would just publish that to video and then edit to include the video you created.