OK, so you never see the dancing Roku logo (the boot screen)? I didn't see it in the video.
To do a factory reset, you have to press the recessed button on the back of the Roku for a minimum of 30 seconds, and not one second less. Ignore anything you see on the screen while you're doing it. Your power reset doesn't appear to have been successful doing anything.
However, before you do a factory reset, I'd try the player on a different TV, just to completely rule out anything other than the Roku. And of course try a different HDMI cable as well.
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