These apps require the keyring to be created first to work properly. Simply open a browser like Microsoft Edge and set an empty password for the keyring before using them.
In my experience, VLC works best. Changing video output to X11 video output (XCB) reduces CPU usage by 10% on my Thinkpad P53. See [this link](https://forum.qubes-os.org/t/vlc-video-playback-cpu-usage-improvement/23363).
If you want to use MPV, make sure that `--vo=x11 --profile=sw-fast` is passed as arguments. See [this link](https://forum.qubes-os.org/t/improving-video-playback-speed/21906).