Are you by any chance using a FreeFrame video effect between the Movie Player and the Projector? A few of these open source plugins (not created by me) have a bug in the Windows version that does not correctly set the Alpha Channel -- leaving you with a black stage. If you are using a FreeFrame plugin, then add an Add Alpha Channel actor to correct the problem, as shown in the attached picture. You'll want to set the color of the Resizable Bkg actor to white, and its resolution to match the resolution of the video coming in to the Add Alpha Channel.

Let me know if this helps or if you need further assistance.