Animated GIFs are not supported in Pygame. Someone wrote a module years ago, but it wasn’t reliable for some. You would really need to get under the hood in the ETC os and add that module to the Python build that the ETC runs (NOT the latest version of Python by the way - it runs 2.7.13 I believe).
There is no native support for video, but I’ve been toying with adding that module as well. You would need to figure out how to add the moviepy module to Python build as well.
That being said, just load discrete animation frames and play those pack sequentially … that should work fine.