You can change the permalink from the page section. I have attached a screenshot of changing the permalink.
Yes there is way to make the video appear in the featured image place. To do so Follow the following steps:-
Install Jetpack Plugin
Install Jetpack Shortcode Embeds. Going to Jetpack Features Options:
And on the portfolio page insert the following code.
I see you have vimeo video so use the following shortcode
[vimeo https://vimeo.com/98644935 w=960&h=660]
Your structure should be like [vimeo (video link) w= width&h=height]