Not a CORS issue
There are current CORS issues with Chromium 112 that distro’d with SketchUp 24.
If you open the Chrome DevTools and check the console you’ll likely see an error like:
"... cannot load file:///…/myvideo.mp4. URL scheme “file” is not supported."
Related topics:
Fetching JSON data in HTML - Developers / Ruby API - SketchUp Community