I had some trouble getting clarification as to how to do this. Pieces of the answer were available in different discussion threads, so I put it all together here for the next person who gets stuck.
Set the file path for the VideoPlayer source in Unity, like this:
You will need to set permission in the AndroidManifest.xml and via adb shell
In your shell app:: 1. Check permissions
adb shell dumpsys package <package_name>
In the dump you will see "requested permissions", with android.permission.WRITE_EXTERNAL_STORAGE and android.permission.READ_EXTERNAL_STORAGE. These will have no value. You need to look at "runtime permissions"
If it says: android.permission.WRITE_EXTERNAL_STORAGE: granted=true android.permission.READ_EXTERNAL_STORAGE: granted=true You don't need to do anything else in the shell, skip to #4, AndroidManifest
If not...
2. Set new permissions
adb shell pm grant <package_name> android.permission.READ_EXTERNAL_STORAGE
adb shell pm grant <package_name> android.permission.WRITE_EXTERNAL_STORAGE
3. Confirm permissions (check to see that granted=true has been added to the permissions under runtime permissions)
adb shell dumpsys package <package_name>
4. In AndroidManifest.xml, add these lines before <application>