My Facebook Messenger won't play videos sent to me by a friend. It keeps saying "failed to download media file" over and over, despite my storage being adequate. Does it have anything to do with the version of the app?
Do you have the same issue if you use Facebook's web version? Have you checked that the Messenger app (or Facebook, depending on where you're opening the message) have permissions set to allow Media and Storage access? Have you tried logging out/re-logging into the app (or clearing cache/data)?