Looks like its a writing to the server issue
Does it work for you if you save the .mov file to your local drive? Can you use that as a workaround for now?
Also, can you go log a bug on your issue here: Adobe XD: Bugs: Top (42 ideas) – Adobe XD Feedback : Feature Requests & Bugs and add more details like where you're trying to save to.
I think the problem may be a permissions issue on our local server. It’s working well… I really wish the new XD product worked with Libraries
Ok, glad you have a workaround for now. We're working on a known issue on our side that might be related to this too.
As far as working with Libraries, you can check to see if that feature request has already been added here and vote for it: Knowledge Base – Adobe XD Feedback : Feature Requests & Bugs or add your own if it's not there.