@JewelryNest
1. Mega menu - if mega menu functionality works fine then after flushing magento cache menus should be shown on front. If it does not work please share more details on it.
2. Default Magento2 allows only youtube and vimeo video to be uploaded for products. If you want to host videos on your server. Please check below steps.
(a) Create attribute for adding video name.
(b) Then get this video name to where want to display video.
<?php
$_helper = $this->helper('Magento\Catalog\Helper\Output');
$objectManager = \Magento\Framework\App\ObjectManager::getInstance();
$_product = $objectManager->get('Magento\Framework\Registry')->registry('current_product');//get current product
?>
<?php if($proVideo = $_helper->productAttribute($_product,$_product->getVideoName(), 'video_name')):?>
<?php $videoUrl = $this->getUrl('pub/media/catalog/product/videos/').$proVideo; ?>
<div class="prod_video_bg">
<video width="400" controls>
<source src="<?php echo $videoUrl; ?>" type="video/mp4">
</video>
</div>
<?php endif; ?>
If my answer is helpful, please Accept as Solution & give Kudos