Redirect on close of video stored in SharePoint library

Does anyone know how to redirect the video close button back to the home page of the site? I have a video stored in a SharePoint library and the video opens fine and if you hit the back button on the browser, it goes back to the home page. But if you close the video using the X in the upper right, it closes the video and puts you in the SharePoint library. I tried using a "source" parameter, but it is ignored. I can link to a page with the video embedded on it but was hoping to not have to create pages for each one of my videos.

The URL looks like this: 

<https> ://<tenant>.sharepoint.com/sites/test/Shared%20Documents/Forms/AllItems.aspx?id=%2Fsites%2Ftest%2FShared%20Documents%2F20220203%5F104400%2Emp4&parent=%2Fsites%2Ftest%2FShared%20Documents