Cant insert video assets
This combination of features isn't available.
As you can read in these blog posts, the possibilities for overlay slides are still limited. I propose some workarounds. In this case it would be jumping to a normal slide with the video, and getting back using micro-navigation.
The cool think about Adobe Captivate is that it's always changing. You could look for this feature again in six months time and find that it suddenly there. This is why I recommend going with the monthly price for Adobe Captivate and keep checking for updates. I suspect we are due for another update soon. As Forrest Gump says, "Life is like a box of chocolates, you never know what ya gonna get."
Actually I think Forest was just repeating what his Mum told him. But who cares as long as you're getting chocolates!