@romandas: It would be possible with the H5P Interactive Video player instead of the Tutor LMS video player. You would have to install the H5P plugin, create an interactive Video content in the H5P menu and then add the H5P interactive Video(s) using the H5P shortcode to the lesson (either just copy and pase or using the “Add H5P” button) in the lesson. I think it is possible to add multiple H5P interactive Videos into a H5P course presentation or other H5P content elements.
If you care about marking the lesson only complete when the videos have been watched: I have a Tutor LMS integration plugin that then marks the lesson as complete.
However, for now, it is possible to skip forward in H5P interactive Video, but you can embed Quizzes into the H5P interactive Videos which check that the students actually were able to give correct answers about the Video content before the H5P interactive Video is successfully completed and only then, my plugin then marks the lesson as complete.