I just tried this, following the instructions on the help page you linked, and it appears that the help page is incorrect. (@BigWheel Could you put in a change to fix the Help page on this? The path specified in the Artist Videos section needs to be corrected, and the Tip below that section is not true as written.)
The help page says to place the video file in:
Music/Artist_Name/Album_Name/Descriptive_Name-Video_Type.ext
But Plex does not find the video when placed there. In order for it to actually work, put the video file in the Artist_Name folder, not in the Album_Name folder:
Music/Epica/Omega Alive-concert.ext
It looks like this is how you started, so I’m surprised that it didn’t work. Another thing to check is the permissions on the video file. Make sure the permissions are the same as for any of the audio tracks.
I did this with one of my own. When the concert video was inside The Katie Melua Collection album folder, Plex does not find the video. When I moved it one level higher, into the Katie Melua folder, Plex found it:
