Having done a few videos my self, I should say that I always mix my audio in my DAW and then import it to the my video editing software. The tools are of highest quality and easier to work with. That said, there are a very different things about compressing in the way directly after the output of a guitar or after the preamp or post in the DAW. First any compressing done on the way in couldn't be undone. Done before the preamp or after will give different results because of gain staging. Also I would never use a compressor guitar pedal after a preamp but before, as a effect would be acceptable if there is a reason. For exemple if an effect placed after the comp pedal needs a more EQ level to be fed to and produce more constant saturation or level reacting effect. The compression done after the preamp would, in my opinion, need to be of higher quality or special sonic qualities because inbox comp are so more precise and noiseless these days. So I feel you need to have a reason to use an outboard compressor (sonicly, character etc..) The performace you present is kind of classical music, maybe jazz and/or blues influenced.. What's mostly different in this style is an approach of fidelity of the playing which mostly offer more dynamic end results compare to modern music. That's why you had many comment saying it's just fine without compression.. Of course if your song goes to a mastering engineer, he might use a bit of compression to even out the peaks and obtain a level that stands up against other album of your genre. But at mix time, I'd be very carefull about compression. In the end you are the judge of what you want to hear. being the performer and producer. if the sound you aim is more modern, feel free to compress the hell out of it if it sounds good to you... Nobody can make that decision for you.