Можно сделать по первому методу испоользуя Media Player Classic из пакета K-Lite codec pack. В настройках плеера(output) есть много различных вариантов вывода картинки в окно.
Чтобы проверить годится ли выбранный вариант: запускаем видео, жмем Print Screen, в пэинт вставляем. Если видео видно - значит это оно, а если чёрный квадрат, то ничего не выйдет и надо менять параметры.

As a consequence of hardware overlay use, a screenshot program (for example, the one automatically built into Windows that activates when a user presses the PrtSc key) often does not capture the content appearing in the hardware overlay window. Rather, a blank region containing only the special mask color is captured. This is because the screen capture routine doesn't consider the special video memory regions dedicated to overlays - it simply captures the shared main screen as rendered by the software's graphical subsystem. Some Digital Rights Management schemes use hardware overlay to display protected content on the screen, taking advantage of this quirk to prevent the copying of protected documents by way of screen capture[citation needed]. Disabling the support for overlays causes the normal overlay-using software to fallback to the shared memory, thus enabling screenshot capture.