My sitemap gives a 404 "not found" error

This probably means that URL rewriting isn't enabled in your site's .htaccess file.

Please go to Settings ==> Permalinks.

your-site.com/wp-admin/options-permalink.php

Choose a structure other than the default one. Save the options.

This should make your video sitemap available.

You can then set your permalinks back to default (if you want). The sitemap will work either way.