Hello,
I put videos in my galleries built with JuiceBox Pro, with the following method:
1) I extract a photo from the video.
2) I write on it "VIDEO, please click in the rectangle at the right top corner" with GIMP for example.
3) In the "Images" screen, I select this photo.
4) In the "Link URL" field, I set the URL to my video (generally MP4 file).
5) In the "Link Target", I select "_blank" (default value).
The visitors seem happy with that, even on mobile smartphone.
Hoping it will help you.
Jean