A couple of things. First of all, organisations that people may work for are absolutely able to intercept the call and/or access through stored data depending on how the system is set up. It can also be true for personal calls depending on the app or program used. Skype for example can store the video on each of your devices and many people have been caught out by this. You'll need to google your particular app and see what logs are stored for you to have complete confidence that they're gone forever.
Secondly, and this is where you're safe unless he's a bit dim, is that for him to release any video that he did have access to, would be considered to be part of creating and distributing child pornography which would have major implications on his life. He'd also be distributing revenge porn, something that again he doesn't want to be doing. You could also be on the hook for this as you are not of legal age to create videos such as these, but it would more that likely bite him harder than you as there is some understanding that teens will be teens.
It's absolutely understandable that you don't want to talk to the police, that's completely okay and there's no pressure there at all. Is there somebody else you could talk to?
Have a look at the sex sexting guides to help protect yourself in the future. You've done nothing wrong, and your ex is awful for doing this to you.