Unfortunately, Blender won't display your video textures in the preview window of the Video Sequencer. Is there a way to check if the video textures are working? To verify if you have working video textures, you will need to make a few test renders.

The technique is simple, and all you have to do is to choose a random frame and press F12 to render a single frame of your animation. You will see a single frame of each video.

Now, pick another random frame and press F12 again. Did you see a different frame from the videos? If the frames changed, it means you have working video textures.

One aspect of those videos that you can't preview unless you make a full test render producing a video is both speed and timing. For that, you can reduce the output size for something like 40% of the final result to speed up rendering.