"You can't export PDF with animated GIF. And you can't export PDF with
a video where the controllers are hidden and the video loops itself
Unfortunately I haven't test the Indesign interactive PDF but you could have a look at exporting in ePub.
Another option is to create your PDF as you normally do and add your videos directly in Adobe Acrobat Pro.
Not the most practical way of doing it if you have a lot of revisions on your documents but it's fast to add them.
You have the option to hide or show the controls on your videos as well, and it works perfectly fine.
The content can play if clicked or when the page is opened. It doesn't automatically loop.
If you wanted to make it loop you'll need to look at the settings or maybe convert your video or animation in flash.