Hey there JennCove,
To clarify, are you trying to delete the video sent in the message thread or are you trying to unsend the video that was sent?
If trying to delete a message and it doesn't work, close the Messages app and restart your iPhone to try again.
If you're looking to unsend a message, use the steps below:
You can undo a recently sent message for up to two minutes after sending it.
Touch and hold the message bubble, then tap Undo Send.
A note confirming that you unsent the message appears in both conversation transcripts: yours and your recipient’s.
If the person you’re messaging is using a device with iOS 16 or later, iPadOS 16 or later, or macOS Ventura, unsending removes the message from their device.
If the person you’re messaging is using a device with iOS 15.6 or earlier, iPadOS 15.6 or earlier, macOS 12 or earlier, or is using SMS, the original message remains in the conversation. When you unsend a message, you’re notified that the recipient may still see the original message in the message transcript.
Unsend and edit messages on iPhone - Apple Support
Feel free to reply with more details if you need help.
Take care!