Recently we have an issue to fix, so direct access of mp4 files need to be blocked to prevent overuse of bandwidth data, so we searched and found some htaccess trick to block these requests.
Adding this code to your .htaccess file,
RewriteEngine on
RewriteCond %{HTTP_REFERER} !^https://(www\.)?sitename\.com [NC]RewriteCond %{HTTP_REFERER} !^https://(www\.)?sitename\.com.*$ [NC]
RewriteRule \.(jpg|mp4)$ - [F]
# or you can use this for a more frendly denial.
# RewriteRule \.(txt|mp4)$ /403.html [L]
This should help prevent direct access and also embedding video file and images in websites other than the allowed one domain.