I found already a workaround, wit that specific plugin I could adjust a setting (Dashboard, Settings, Media) “Open video overlay when featured image is clicked.” and that function is working.
For feature reference when someone finds this thread they now know an answer.
We removed that option in GPP 1.4 in an effort to make Page Headers more focused on actual pages/headers. The plugin mentioned above is probably the best method for using videos as featured images.