What do i need to do to get to a point where the game would play pre-rendered video? Is starting a new game enough?
I can look into this if it's easy enough to reproduce, if the game relies on more D3D11 video interfaces we might be somewhat screwed but we got Nier Replicant to work as well, so there's that.
If you start the game, a video will play right after the company logo. Or it would, but instead provides an error about video.

The game, like Nioh 1 and other KT games, uses shared resources for the videos, so it not working with DXVK is expected.
I take it's not possible or not currently planned then?
On windows it might never work with DXVK.
Shared resources have been implemented so this now works on Linux. Probably doesn't work on windows as it is tied together with some wine work.
But remember that Windows isn't officially supported.
Nothing extracted yet.
Nioh 2 when using dxvk in windows with it yields the same lack of video playback as linux. I would expect the mfplat based issues that prevent playback would not be present in windows. I don't know how to do indepth logging in windows or I would provide a log file.
Windows 10
5800x
5700xt