Thanks Craig. Trying to minimize the video size could help indeed. I have captured the video with Xbox software (the one that Windows 10 has) from the game I'm working at. I have used this same method before with same video quality and don't remember having problems with the video engine. Just seems strange if something worked smoothly earlier and now doesn't.
I'll try to explain the other problem with images since it's a really strange phenomenon.
Here I have clips and I have selected the one highlighted in the picture:

Now when I press ALT + K (or open the clip fx bin with right click):

If you check the name you'll notice it's the fx bin for wrong clip.
My workaround at the moment is to insert fx:s from inspector.