Troubles with cinnemaldehyde extraction - A few general questions
One of the main problems is that, at the end, the receiving flask is full of water and has very few drops of oil whereas the video shows I should have a foggy mixture. [...] what's up with that?


It's tough to say without seeing your exact setup, but here are some possibilities for you to think about:


Too much water and not enough cinnamaldehyde is coming over in your distillation.  Try heating the still less rapidly.  You might also try using more cinnamon bark and/or less water.
You are using a degraded or very impure cinnamon bark that does not contain very much cinnamaldehyde.  Is there a way you can test a different batch?  What does the distillation smell like?  What does the condensate smell like?  
Other possibilities I haven't thought of...



  Second, third and fourth: What is a good solvent to use other than DCM/ether?


The intended application of the solvent is extraction of cinnamaldehyde from an aqueous emulsion of the water-insoluble cinnamaldehyde.  Thus, the main criterion for the solvent is that it be insoluble in water.  If it isn't insoluble, adding it to the aqueous emulsion will just dilute the emulsion.  Nothing will be transferred from one phase to the other, because there will only be one phase.

A secondary feature of DCM in the video is that it is heavier than water.  This means that in the separatory funnel, the DCM/cinnamaldehyde layer will be lower than the aqueous layer.  In this particular extraction, the aqueous layer is repeatedly washed with fresh DCM, and the DCM layer is removed each time.  Doing this is a bit easier if the solvent layer is the bottom layer.  If it were the aqueous layer at the bottom of the funnel, each wash with the 60 mL of solvent would require draining the aqueous layer into one flask, then draining the solvent/cinnamaldehyde layer into another flask, then re-adding the water to the separatory funnel and washing it with fresh DCM, etc.  This requires more flasks and more manipulations than just being able to leave the aqueous phase in the funnel the whole time.


  I have isopropyl, methanol, acetone and naphtha [available].


Now that you know why DCM makes a good solvent, you can probably see why methanol wasn't a great choice.  It is miscible with water, so that explains why you didn't get multiple layers.  Of the solvents you have, only one, naptha, is immiscible with water.  The other two, isopropanol and acetone, are miscible with pure water, but are not miscible with very salty water.  So you might be able to extract the cinnamaldehyde by adding a lot of salt such as calcium chloride, magnesium sulfate, or sodium chloride to the distillate, and then trying to wash the now-salty emulsion of cinnamaldehyde to the solvent for washing and phase separation.  However this is likely to be more difficult than if you could access DCM.  (Getting DCM may be less difficult than you think, by the way.)


  I'm having difficulty understanding what the guy is doing after separation. I've watched the video several times but it still makes little sense to me.


I don't know what part is confusing or exactly what "separation" you mean when you say "after the separation".  But if you mean after the separatory funnel phase separations, then roughly the steps are:


"Drying" the DCM solvent.  Even though DCM and water don't completely mix (they form two phases, which, as explained above, is the reason why it works to extract cinnamalehyde from an aqueous emulsion), some water does leach into the DCM phase during the separation.  "Washing" the DCM with brine helps rid the DCM  of the small amounts of water dissolved in it after the phase separation.  Adding calcium chloride powder to the DCM is an even more effective drying agent that removes the last bit of water from the DCM.
DCM distillation.  After drying the DCM, all the cinnamaldehyde is still dissolved in a (now "dry" or water-free) DCM phase.  To get rid of the DCM and obtain the pure cinnamaldehyde oil, another simple distillation is performed.  Because DCM boils at around 40 &deg;C and cinnamaldehyde doesn't boil until 248 &deg;C, it is fairly easy to remove nearly all the DCM by simple distillation, leaving the oil.
NMR.  The very end shows a proton NMR of the oil.  This is something that requires big fancy equipment and won't be possible for home chemists.  Don't worry about it and enjoy your cinnamaldehyde!