Hmm that looks like a bug, fixes for steam videos were listed in the latest development update. All those videos are there for PS1, I am running a database refresh just in case but can you check your media tab in HyperHQ and make sure that you have video snaps installed for ps1, and if you do it should auto-heal (download the missing media) you can remove and re add the video snaps tile in media and it will refresh the whole system.
Also PS1 should automatically install a system default theme. It should look like this on a regular install. Though as I reference your picture are you using a 4:3 screen? That may have something to do with that as almost all the themes are 16:9 so far.
https://beta.hypertheme.io/media/7fb1da-Sony-PlayStation-Default
Also the expected behavior is that the gameplay snap shows if the video is missing. Reported that.
You can also add videos/media to "HyperSpin Folder"/Media/"System Name"/Video Snaps etc. Any media here will override the default media (adjustable by setting)
Currently there are three video snap folders there, thats supposed to be changed into one folder soon, I am told.
Update to the latest and let me know what you find.