First off let me tell you that was stupid to expose yourself on FB chat and whip something out the way you did. Second, if you want to talk from your phone when chatting online it is necessary to have a throwaway number that you can get for free. Next, you never and I repeat never give your phone number on Facebook. I know they want it, they ask for it, and they beg you for it. You can give them a throwaway number, but you never, ever give them your own phone number. Didn't you see what happened to FB and how many accounts were hacked? Now the hacker has all the personal info of all these people and nobody knows who account info they have and who they don't.
I'm not sure about this scare tactic and keeping you on the phone. This might be some sort of way they are tracking you to find out where you live. If you received this message it is best to hang up the phone, turn it off, and remove your SIMs card. This way if they were tracking you, they'd have no way to do this without your phone being live and online. There also could be some sort of hidden tracking in the video and it isn't that hard to embed these in videos. You should do a complete phone wipe and see about changing your number. Also, go to the app store and download an app for a throwaway number and start using this instead of your own phone number.