The complete folder "...\Settlers 3 Ultimate\S3\ADD\002" is missing.
I had to copy it from my original Settler-CD's.

But when setting the Config-Tool to "Video-quality: High (640x480)", the videos are still not played but the low-res ones.
I had to delete the 001 folder and rename my 002 folder to 001 . Now the High-Res Videos are played.

So another Ubisoft game with compromised quality after squeezing the game on fewer discs than required? I'm shocked

Not just that. The egypt campaign intermission 2 video is messed up. It's just a duplicate of the final video file! So you get to see Horus victory just halfway through.

The file is S3\ADD\02_02_02.DAT, duplicate of S3\ADD\02_02_04.DAT.

Unfortunately the original, just like the HQ versions, seems to be completely missing. So the only workaround is to copy it from the old CD as you say.

I contacted GOG customer support about the video files.
They are asking for info on how to reproduce the low/high quality video switch.
Unfortunately I cannot find the 002 folder on my original Gold Edition CDs, so all I have to go on is the setup utility and the word of OP.

If there is anyone reading this who has the 002 videos folder (maybe from the base game CDs?), please reach out! And check if you can reproduce the quality toggle.

I don't have any HQ videos on my gold edition disks either. But I can confirm that the wrong S3\ADD\02_02_02.DAT file is included in the gog version. The issue appears to have come from copy-replacing the contents of disk 1 over the contents of disk 2 when creating the package. The original gold edition disk 1 contains the same wrong video for the egyptians. The correct one is on disk 2. It would be great if folks at gog could fix that.

Thanks. I didnt had any videos playing. But i still have my oroginal Gold Edition CDs (germany) - so im gonna do exactly that ! (The animated videos are GREAT!)