Regarding the self hosted videos, we do not know if this is possible. We have added this on our wishlist and we will investigate.
For the future improvements:
1. You can use the map header so you will not have visible icons on the slider
2. You can hide the navigation tabs and you will see the play button f the video HELP:http://wpestate.org/forums/topic/make-property-slider-thumbs-closed-by-default/