Normally this is a problem with the camera being newer then the software. The Nikon D5600 needs LR 6.8 or 2015.8 to natively read the new NEF files.
There was a problem where LR did not like reading images and videos from the same folders on the memory cards. I am not sure if this has been fixed yet. If it is still a problem, move the video files to a new folder on the card then do the image import again.
Lightroom version: CC 2015.6 [ 1078672 ]
License: Creative Cloud
Operating system: Mac OS 10
Version: 10.11 
Application architecture: x64
Logical processor count: 4
Processor speed: 2.9 GHz
Built-in memory: 16,384.0 MB
Real memory available to Lightroom: 16,384.0 MB
Real memory used by Lightroom: 315.8 MB (1.9%)
Virtual memory used by Lightroom: 691.9 MB
I moved just the image files to the desktop but same result
Your response to Wobertc says you are using version 2015.6. You need to upgrade to 2015.8 or higher, current version is 2015.10.1
CC 2015.6 [ 1078672 ]
Yes you need to update Lightroom.
Some people report that Lightroom tells them they are "up to date" when in fact they are not.
It might be useful to sign out of the Adobe Creative Cloud App, then Sign-in again.
You can also check for the updates by clicking the Gear wheel in the CC App.-
i just did the check for updates and it all came back with ticks - i will log out and try again
same thing - all up to date
Thank you for your help. I took your advice and reinstalled Lightroom CC and then the new update was there. ALL GOOD!!! Again thank you