Is it a QuickTime video perhaps? Keep in mind not everyone has the QuickTime player installed. Also, QuickTime may be a tad less stable than Media Player on Windows.
Currently, there is no way to do an intermediate data save on the server except by factoring your experiment into different scripts as you suggested. It is an interesting idea, however, and I'll give some thought about whether and how this could be added to a future release.
Regards,
Sean