I feel silly for not asking earlier cause it’s usually the first thing if not given – what OS are you using? I have some weird results:
macOS – Everything works great, even with Shields up and viewing purchased content:
Windows 10 – Windows gave some weird behavior. When I first logged in and tried (before recording, of course) the video would not play and would spin in a circle as you described. Shields down, video would play though.
When testing individual protections, I found that changing Cookie control to
Allow all also allowed content to be played. However, after enabling
Block 3rd Party Cookies again on the site – Shields up – the site will now play without issue every time:
Digging into this a little more but there’s probably a “one-time check” of some kind happening where the site is looking for or looking to place some cookie that’s getting blocked. Either way, try allowing all cookies on the site and see if that fixes the issue. If so, try setting Shields back to their original settings and let me know what happens.