There are two ways to implement video in Captivate - 'slide video' or 'event video'.
Slide video puts the video on the timeline and extends the timeline for the length of the video, so you can include timed events with that method:
Interactive Video in Adobe Captivate 8 | eLearning Chef
BUT you can't loop it, without the CP playback bar/scrubber or otherwise going back to the front of the timeline and restarting.
Event video, however, is independent of the timeline and I'm pretty sure DOES have a loop option:
Adobe Captivate Help | Event video
Though I haven't tried that myself (search the page for 'loop')...
,,,and if it does work as you need, the downside is, indeed, you can't time events specifically as the playback is independent of the timeline.