How can I make a video in a Sub-Application run before the rest of the Frame loads?

Hello,

I'm trying to make a loading screen in the form of a transitionary animation video to mask the loading of the next frame. My problem is that the video only plays after the whole frame is loaded in, which negates its whole purpose as a type of loading screen.
I'm using an active direct show object nested in a sub-application object, and am trying to get it to display and play the video immediately upon jumping to the target frame, before the rest of said target frame finishes loading. The target frame takes about 2-4 seconds to load. When jumping to the sub-application frame directly, the video loads and plays nearly instantly. The issue is definitely lies in the target frame preventing the sub-app from playing before it all loads.

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Is there a way to do this? Can I make a loading screen play before the frame loads in? By use of a sub-application object?

I've learned yesterday that clickteam doesn't allow animated loading screens between frames, so I am in the process of reformatting my project to deal with that.