Hi Patrick,
I am certainly no expert but using the dev tools I was able to get your transparent png placeholder image to appear by doing this:
In Custom CSS (either in the template or in the file you create in the CSS folder) add:
#container_header_slide {
background-color: transparent !important;
}
#container_slideshow {
background-color: transparent !important;
}
The vegas slide docs say there is a place for a background:
https://vegas.jaysalvat.com/documentation/settings/
I haven't used it before but if you find it you should be able to change the color to transparent;
I don't know if that will fix the entire problem but it will get you closer.
I didn't see the video being called in the source code, and it looks like a different extension than your example below that. But maybe I just don't understand it.
Hope that helps!