Thanks for the helpful video. 1st and likely you already did, make sure the connection is correctly on the fan header.
Second reset you bios to defaults and try again. Maybe something got switched to manual and the fan for some reason got on the wrong setting.
Lastly if that doesn't work, you either have a bad fan header on the board or a bad cooler. See if the fan spins with another header or directly in the power supply. If not then the cooler is bad. If it is still under the retailer return period then exchange the cpu and cooler. If not then start an RMA process with AMD: https://www.amd.com/en/support/kb/warranty-information/warranty