Video streaming and downloading

Dears 

Greetings,

I have two problems: 

1st :

video download

in my country there is a limit of using internet and we have a specific bundles ( limit of data usage)

So I want to Block video streaming and downloading and some unwanted URLs

I have Sophps XG home edition

I tried to make a policy that prevent Video file type, unwanted URLs, Bandwidth-heavy browsing and social networking

but this rule did not work

2nd

Rules priority:

when I add many rules and policies 

the first one works well but any rules below does not

how I can make them all work 

thank you for your time 

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