OK, I see what the problem is. The attachments that were sent were not marked as types that you considered safe in the parental control panel. For video, nether .mp4 nor .3gp files are included.
As .mp4 is a popular video encoding, I have added that to the video category for the parental safety settings.
.3GP is not a supported video type and will not be allowed in the video category. However, you can still allow this type, and others, by checking the last checkbox in the attachment safety settings to allow all attachments.

I hope this helps!