WELL, HOLD ON...Ignore what I wrote earlier (below) for the moment. I just thought to check that video again. Can't see the whole derailleur, but the height seems a bit too high, which would certainly make shifting less crisp. First order of business is to get minimal clearance between bottom of cage and chainwheel, as Hillrider noted previously, then try different rotation. If still a problem see my notes below.
__________________________________________________
OK, basic troubleshooting comes first.

• Most bikes don't have this problem, so it's possible something out of the ordinary is going on.
• The chain deraills but just hangs between the chainwheels, so the problem may be more with the chainwheels than with shifting.
• One of the first things to ask is what happened when the problem started. The OP says he has been "building up a road bike.." We do not know what crankset he used, whether he has used it successfully on another bike, or even whether the chainrings were originally paired with the crank arm

.

So... for the OP:

• Where did the crank come from? If you rode it on another bike did you have the same problem?
• What brand are the cranks and the chainwheels if marked?
• Is the tooth count marked on each chain ring visible from the same side of the crank?
• Is the inner chainwheel symmetrical when viewed edge on, or does it have no shoulder on one side?
• Are there any shims installed between either chainwheel and the crank arm spider?