Hello!
Our theme and plugin have a lot of options, so we can understand where you’re coming from in saying that it has been an adventure. We’ve tried to document everything, but we really need to get some videos together. Having videos would really help.
Currently, it is not possible to create the thumbnail gallery for videos (like on your current page). When a playlist is set, it shows like the playlist would in Youtube. In the upper left of the video, you can click to see all the videos in the playlist. That’s not to say that what you’re looking for cannot be done, but it would take some work on our end to build it into Intense.
We’ll do some looking into this and see what can be done.