Health issues concerning video lights
Mercury is enclosed within the bulb, and does not pose any threat to the user, unless the bulb breaks. In such case the amount of mercury released is still rather small, though it certainly makes sure to clean it properly. More important is safe disposal of the bulbs. See e.g. this article: https://earth911.com/home-garden/broken-cfl-clean-up/
LEDs can be tiring for eyes due to flickering. LEDs for photography should not flicker much, otherwise they will produce visible artifacts.