Thanks for this. The situation is even more complex. I experimented a bit with renaming the MP4 file(s) and noticed that even if its name is just a single letter or number, it will not play when double-clicked if the folder name is containing not-so-special characters that are actually directly conn...
Highlighting the filename and pressing Enter twice does not fix it.
The filename does not contain any special characters - only characters that are supported by my current keyboard language setting in macOS, plus a _ or two.