Hello, welcome to the world of steam.
Does the flame die down? I have had the nasty experience that water leaking from the safety valve ran neatly round the boiler and extinguished the fuel tablets when I tried to run my small Sachsenmeister rollers (don't worry if you have never heard about those...

).
I can't see how much water is leaking from either the whistle or the safety valve in your video.
I do not spot any other flaw so far. Have you oiled piston and cylinder?
Good luck!