I think you are perhaps being a little paranoid. Most companies do not keep detailed records of Internet activity (e.g. messenger conversations). If they do keep records, it will most likely only reveal the domain names of websites you have visited (e.g. yahoo.com) and in some cases the specific web page. It would be very unusual for companies to 'packet sniff' and keep detailed logs of non-HTTP traffic like messenger conversations.
So we have established that the likelihood that your company would be actively monitoring that sort of web activity is extremely low. But for the purposes of this answer, lets assume that they do intend to monitor your online messenger conversations, now the question is 'to what extent could the messenger conversation be monitored considering you were at home?'
Well the first thing we need to know is whether your company forces you to connect to the Internet through a VPN or some kind of proxy. If so, then your entire network connection could be monitored by your company, even while you're at home (in the case of a VPN/Proxy, all your web traffic is passed through your company servers before it reaches its destination).
Assuming you have a direct connection to the Internet (no VPNs etc.), then there are still possible ways that the web activity could be monitored. Specifically, your company may have installed software on your computer that monitors your web traffic remotely.
The software could come in a variety of different types:
- packet sniffer/relay (network activity is secretly sent to your company)
- keylogger (your keyboard activity is recorded and secretly sent to your company)
- screen sharer (whatever is visible on your display is remotely accessible to someone at your company without warning)
As I said though, I very much doubt your company will be actively monitoring that kind of web traffic on your computer, especially when you are not connected to the office network.
If you are concerned that your company may still find the file after deleting it... first make sure it has been emptied from the recycle bin. Then download a program called "eraser" which will securely erase files from your hard drive (or unallocated space where the video was previously stored) by re-writing data over those areas of the Hard Drive several times using random gibberish.