Agree with the "ewwww" factor of him sending you a video of himself where he's not dressed. The rest of the stuff, you guys talking about your work and him complimenting you on it, that doesn't seem odd or abnormal to me. But videos of himself undressed? No no no. That seems pretty far over the line into inappropriate-land. Did you say he's married, or am I remembering that wrong? Either way, no... that's not ok.
Oh, and his comment about you not finding him "grotesque" - sounds like he's fishing for compliments or flirting, at least to me.
Did YOU feel like the video was inappropriate? You're studying this stuff - what do you think? Aren't Ts only supposed to share when it's for a therapeutic purpose and in the client's best interests? Do you think this was in your best interests? What would you think if this wasn't *your* T, but say... somebody elses' T? For example, if somebody else here had posted that, what would you advise them?
And, congratulations on your work! It sounds like you're really doing great in your career, and well on the road to making a difference in the world, and a place for yourself professionally! That's something to really be proud of!

Good for you!