In Android all audio and video players you choose the directories you want the app to show media from.
In iOS all audio and video players show ONLY media from its own data (if it's a downloader app) or show only what is in the Music app that come with iOS.
Does someone know an iOS app to play media and that let you choose from any directory on the iPhone (like other apps downloaded videos for example)
iOS doesn't utilize the local filesystems in the same way Android or most other Operating Systems (including OS X) do. As a result what you are looking for is not directly possible.
However, if applications support the iOS extension system, which most modern apps do, you can get creative and get a similar functionality. Basically you would install one app that you use as a finder or explorer if you like, and let all your files reside in that app's space. You can then use the share button to send files from and to that app.
"How-To Geek" has a full explanation on how this works: How to Get an Android-Style Local File System on an iPhone or iPad
You can use iTunes File Sharing and transfer the videos to the video player apps.
This current video player apps in App Store are good for me.
VLC
Infuse
nPlayer
there is also file manager app that supports video playback e.g. file hub, documents 6
I use regularly on my iPhone XS Max.
Outplayer is good. Beautiful UI and based on mpv.
