Could you send us a link to an example page that shows the issue? Also, if you could include the shortcodes, that would be great.
One thing to note, the fullscreen video shortcode requires the theme to have some settings. If the theme doesn’t offer those settings, the video may be stuck behind everything, meaning you will hear the audio but not see the video.
One thing you could try is to use the Content Section shortcode and set the Background Type as video. You can use Youtube, Vimeo, or WordPress videos (ones saved in the Media Library). Here is an example Content Section shortcode with a full-width and full-height video.
[intense_content_section background_type="webvideo" video="https://www.youtube.com/watch?v=C6c-dWhCPE0" volume="60" full_height="1" breakout="1"] [/intense_content_section]
If you still need help with the video shortcode, send us a link and the shortcode being used.