Hi @ricamoraes, thanks for the post. I think that @Revolution is right, that it could be the size of the video, I noticed that you were using a .mov file for an .mp4 source link, and that video was 2.7mb which is quite large for a video for background purposes.
I have converted as an example, your hero_1.mov file at 2.7mb to hero_1.mp4 which is about 300kb.
Hopefully that will help. There does not seem to be any problem with Webflow. It could be too, you are using https links to link to your videos, and that takes longer for the browser to process, than public http links. For BG video I would advise not to use https links.
Cheers, Dave