This apparently doesn’t work yet due to the drivers for the BT 5.0 chip not yet supporting it, but it’s being worked on by the BT chip manufacturer, as explained in this post:
You’ll have to use the file manager to do that, or use an app like Total Commander which allows you to have two folders side by side and copy between them.
See my post on how to do this:
If you could share an MP4 file that doesn’t play on yours, I can also share one that plays on mine for you to check.
Actually, here you go, this file plays fine on my PPM with any of the apps. Download it on your computer to a USB stick and try it out: