Set Origin header
It fails because the asset is not considered safe as not loaded using CORS.
In fact JWPlayer doesn't send the Origin header thus the server doesn't return the 'Access-Control-Allow-Origin' header in response.
My MP4 video is hosted on AWS S3, and S3 requires the request to contain this Origin header in order to return the Access-Control-Allow-Origin header. See: http://docs.aws.amazon.com/AmazonS3/latest/dev/cors-troubleshooting.html
How can I make JWPlayer send this header when requesting the file? Using the HTML5 Video tag directly it looks like I can use the crossDomain attribute but I can't see anything similar with JWPlayer.