Hi,
this can be done but neither with ReDJ not with a redirect.

A similar tecnique is used to prevent "image hot linking", and is based to drop any direct request to an asset (i.e. image) that have no referrer in the request header.

In case of videos is a little bit more difficult cause requests to authorize comes from the player...

As far as I know (but I'm not so expert in this field) there's no easy way, infact you can intercept and download even YouTube videos

Kind regards,
Luigi

Yes,
usually putting documents outside the web root allows to increase security. But this requires that the access to these assets is provided through a script (e.g. cgi, pgp, etc.) that checks the request, builds the response header, and then streams the asset to the client.

In your case this script should stream the video file. To have an idea, I mean something like this:

www.webresourcesdepot.com/php-http-streaming-xmoovstream-server/

Kind regards,
Luigi