If I purchase Adobe Captivate can I make a successful quiz video

Both YouTube and Vimeo are platforms for PASSIVE video (mp4) which means that you cannot have any interactivity in that output format. A quiz or knowledge check slide is by definition an interactivity. Since the demise of SWF the only way to have interactivity in any eLearning course is to publish to HTML5. That will result in output similar to a website, which needs to be uploaded to a webserver or to a LMS. 

There are two possible solutions to your use case:

1. To create an interactive video. Drawback of that solution is that you can only use Knowledge Check slides, not real Quiz slides which are scored. If you do not need to transfer scores to a LMS, this may be the easiest way. You will need to set up the KC slide to a limited amount of attempts, and use the Last Attempt action to send back to the bookmarked section of the video.  More info in:
   http://blog.lilybiri.com/tips-for-interactive-video
   Another disadvantage of interactive video mentioned by some users: the video will remain behind the overlay slides, and video will be dimmed. Moreover you cannot use interactive video in a fluid box ((responsive project), it needs to be on a slide without fluid boxes since it is slide video.
2. Probably what you tried: split the video in video clips which you put on multiple slides, and in between you can have a normal quiz slide. However you need to understand the design of an Adobe quiz. Just going back to a content slide (here with a video) is NOT the solution. You could need the Remediation feature, which could get the learner in an eternal loop however. In this blog I explained how you can avoid the loop:
   http://blog.lilybiri.com/tweakemediation-get-out-of-the-eternal-loop
   If you don't need transferring scores, you can use Knowledge Check slides in this case as well. They will not get blocked at all, since a KC slide is reset when you leave it. Comparison of KC and normal Quiz slides in:
   http://blog.lilybiri.com/knowledge-check-slides-tips

Hi FonnySFFD,

that what you want to achieve

"I want to make a quiz video where the video will stop at certain timing and the user should answer the question in order to continue to watch the video. If the answer is wrong, the video will be back to the previous video."

needs to be done in Captivate as an Interactive Video. I suggest you start by watching Interactive Video in Adobe Captivate 2019 by Paul Wilson.

Beyond that and generally speaking a mp4 video can't be interactive, will always be just linear.

.. Klaus