I use the OBS native Media Player (not VLC) so can't comment o other video players
Using OBS native media player, a video wouldn't continue seamlessly when switching scenes (leave scene, video ends, new scene, start video over (or whatever set to)
You need to be more clear on what you are trying to accomplish to give advice
You wrote " to make media2.mp4 to start playing after 20 sec media1.mp4 started and then, 30 sec later, start media3.mp4? "
What is unclear is if you want all 3 media to be visible at same time? OR when Media 2 starts, is Media 1 ended (etc)?