jhpadjustable

See the "Orange Pi Zero wireless module status" pinned thread and other XR819-related threads in this H2/H3 subforum.  Shorter: Are you volunteering?   If not, then probably not:
too many users with too little patience having too high expectations of too weak a wireless chip with too little and too poor public documentation/drivers You could fall back to the ill-reputed legacy kernel, obtain a supported USB wireless adapter, or configure and build your own kernel with xradio_wlan enabled https://github.com/armbian/build/.  Whatever you choose, good luck.

If you can see console text on the monitor, 1, 2, 3 are not relevant because your video output hardware is working fine.
 
I only skimmed the video with the sound off, but I didn't see any suggestion that the author had a local monitor on the Zero simultaneously observing the same desktop.  There is no shared desktop in X as there is on Windows.  VNC desktops are separate from local desktops.  If you really need some sort of screencasting, the easiest way would be to run the local X server with auto-login and add the VNC server to auto-start from within the desktop session environment.  The VNC server will then accept connections and use its access to the local desktop to share it with network users.

Could be a bad/insufficient/old power supply, bad/counterfeit/mis-inserted SD card, bad/wrong/corrupted image, .... you really should view the serial console[1] to see if there's any useful message or any legible output at all.  If you must fly blind, first try rewriting the SD card, making sure you're using the correct stable image for the board and verifying that it was downloaded, extracted, and written to the card properly.
 
[1] See http://lucsmall.com/2017/01/19/beginners-guide-to-the-orange-pi-zero/ (read the note on the USB-to-serial converter voltage level before the "Software requirements" heading, then skip to "Alternative strategy, using USB-to-serial converter")

Could be a bad/insufficient/old power supply, bad/counterfeit/mis-inserted SD card, bad/wrong/corrupted image, .... you really should view the serial console[1] to see if there's any useful message or any legible output at all.  If you must fly blind, first try rewriting the SD card, making sure you're using the correct stable image for the board and verifying that it was downloaded, extracted, and written to the card properly.
 
[1] See http://lucsmall.com/2017/01/19/beginners-guide-to-the-orange-pi-zero/ (read the note on the USB-to-serial converter voltage level before the "Software requirements" heading, then skip to "Alternative strategy, using USB-to-serial converter")