I've watched your video and I think I know where you might have made a mistake:
1. you 'created' LibGDX project over existing sources
2. asked setup program to create eclipse files
3. then you amended build.gradle
4. then you imported it in Eclipse as 'Eclipse project'
Now, there are two bits that cause the issue: you did 2. before 3. Consequence is that setup has created eclipse projects (more importantly .classpath - visible in Eclispe as 'Referenced Libraries') *before* you amended build.gradle.
Second thing is that, then, you imported 'stale' Eclipse project (created before you amended build.gradle) in Eclipse and imported it as 'static' Eclipse project.
There are two different ways to fix it. One is to find a way how to 're-create' eclipse projects from gradle and second is to import project as 'Gradle' project - not 'Eclipse' project.
So, second way may be done like this:
If you use 'Import'/'Gradle (STS)'/'Gradle project', select your 'test' dir, click on Build Model and let Eclipse + Gradle (STS) do the rest. Then you can right click on (desktop?) project, select Gradle (STS)/Refresh All and it will refresh dependencies (visible in Eclipse as 'Gradle Dependencies (persisted)' and you'll be able to use new dependency you have added to build.gradle.
If you insist using 'static' 'Eclipse' project (first way) I propose slightly roundabout way:
Import my example (rpi-libgdx-example) using the way above (as Gradle (STS) project) and when all is in and fine expand that 'Gradle Dependencies' and add all jogl-all and any other needed to your Eclipse project one by one (right click on project, 'Build Path'/'Add External Archives...').
I am sure that there is another way of enticing gradle to 're-build' Eclipse project from build.gradle file, but I never used it, especially not on Windows (which I don't have for last 12 years at least).
Let me know how did it go!