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Your screenshot is showing a frame animation and not a video.  Either way, it is nearly always better to add graphic overlays to a separate layer. 

With your frame animation you would select all the frames and make sure your purple line layer was turned on.  You sometimes need to toggle it on, off and on again to get it to take.

With a video timeline you add a new Video Group to the time line which will also show in the Layers panel.

Add a new layer to new group in the layers panel and create your graphic — or import via 'Place Embedded'

Drag the video layer to extend it to cover the required length of the overlay.

It seems you painted on one Layer, such a »change« is not related to changes (position, visibilty, layer styles) »Propagate Frame 1« refers to, see 

https://helpx.adobe.com/photoshop/using/creating-frame-animations.html