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From AQA's "Quick Guide to Artefacts" (https://filestore2.aqa.org.uk/subjec...-W-TG-GA.PDF):
"An artefact can be a physical outcome such as a book or a short film or it can be a presentation to a specific audience, a play, it could be an event such as a fashion show or a musical evening. In fact there is almost no limit to what can constitute an artefact, as long as it has research at its core."
So, as long as your short film "has research at it's core", then you're good. I'm sure other exam boards will take the same view, but it's worth double-checking once you know which board it is.