I have my Canvas Video Quiz uploaded as an Assignment. and it appears in the gradebook.
So, for submission do I pick No Submission and the scores get auto loaded to the gradebook or?
Canvas Video Quizzes come from Studio, which is an external tool. You will need to make your assignment an External Tool to get the results to go into the gradebook.
This lesson from the Studio Guide explains more: How do I post Canvas Studio video quiz results in the Gradebook?