To edit the content of the header slider, please follow the instructions below: 

Open the home page with Elementor:

Open the Navigator and select the first section, named "Header"

Here, you can replace the current video background and edit all the options in the section

The blue circle in the middle of the slider is the first column's background. To replace or remove it locate the first column (the easiest way is to use the Navigator) > click on the Style tab > Background Overlay:

You can check this article for more details: