I'm in the process of recording and editing How to Play content with the final published rules and components (NOT prototypes or WIP).
As there are a lot of moving parts in the game: Which would be better?
One long "How to Play" video encompassing everything
A series of "How to Play" videos- each video covers a specific aspect of the rules? ie: one video for setup and board, another video about the winning conditions, another video about how hunts works, etc. you get the idea.
Setup could have a video by itself, but I don't know if videos would be long enough to split things into different videos. Unless you plan to do nifty editing anyway and are shooting things as separate videos to begin with