If the video for your presentation is not part of the Moodle backup, then it may not be possible to include it in the exported presentation. You should try enabling the 'Download remote video sources where possible' option. However, it is not always possible to download external videos. Alternatively, you could try unchecking the 'Remove video remote video sources', however, if the video isn't accessible from the presentations new location, it will not play.
If neither of these options works, then you should copy the video file into your Moodle course and add it to your presentation before making a new backup of the course and re-running the presentation exporter.