What would you do if your Sergeant didn't know how to load a magazine?

Train Her! I have been out of the Army since 1984 and a competitive shooter.I see silly stuff on the line all of the time. Whenever I see something. I can easily correct I do so.
You would not believe the number of M1 thumbs I have seen in competition.
Nearly every time it is caused by inexperience with the weapon or panic in a timed exercise.
Its all training.

Make sure she's the one that gets to teach LT.

I wouldn't be mad. I would not embarrass her. I would be a professional and show her how to do it. It's not difficult unless I make it difficult.

I can't see the video but I've seen something similar to your description. I noticed big differences between the units to which I was assigned in the regular Army and the units to which I was assigned in the ARNG. I would be in favor of pairing up all reserve component units with active, regular units and providing at least one NCO and officer from the partnered active, regular unit at each drill (and more during AT) to provide guidance, advice, and assistance. You don't know what you don't know.

I would have taken the weapon away from him / her period.

Holy Shit! Now I don’t know about what goes on in any other Branch of Service, but in the Marine Corps, every Marine is first and foremost a Rifleman, regardless of their MOS. Therefore, if a Sergeant, regardless of their sex, does not know how to load a magazine, she or he would not be allowed to be on a Firing Rang. For God’s sake and for the safety of everyone else on that Range, I would get her or him off of my Fire Range most rickety tick. There should be no exception to this rule and I don’t give a shit what Rank or what Branch of Service they might be in. Adios Amigo! I could only imagine what our old Gunny would say? SEMPER FI!

All I can say is that the Army does some odd shit. In the Marines a truck would pull up with the bed filled with ammo, they would issue out however many rounds and then you go load your mags and wait for your turn to fire. And yep you got your weapon with you also. I'm sure this gal was just flustered and having a major brain fart. She has to have shot before....but I guess it's possible she might not have known how to load a mag if it's already done for you in the Army. Odd, but probably shouldn't have been posted online. Makes everyone look bad in my opinion.

Train them .

I learned early as a 1LT that is was my responsibility to train those in my unit. To avoid personal frustration, I maintained the philosophy that if I didn't train them then I have no expectations. Once I trained them, then I have high expectations that they would perform whenever needed. I came in at a time when there was a heavy push on mission essential task list, unit tasks and soldier skills (must admit now that there was and is probably always that focus and my time was not unique). It was clear to me that as a Platoon Leader, I alone was responsible for my unit training, I could not rely on what someone else might have taught the soldiers assigned to my platoon. I might have taken on more than I should have, but once I trained (or planned with my platoon sergeant) the platoon then I could confidently expect good performance. If someone before me failed to train a soldier properly for retention of skills, then it was my responsibility to ensure that soldier could not only perform in my unit, but in their future units. For us training was not an one off event. We were not considered trained/proficient until we had demonstrated the standards several times and under various conditions. Not knowing how to load a magazine is such a basic task that every one of her leaders failed to realize that they were responsible for training her on that task. If leaders fail to train or assess skills periodically (like the PT test) then we fail our soldiers who look to us for leadership. Leadership, being the ability to assess the future missions and know what training and skills are needed by every individual, team, section, platoon and unit to accomplish the mission.

Total break down of the unit and the miltitary,..if she even got through basic training,..I mean that's a requirement to complete training,..I've heard of NG and Reserve units back in the day having future soldiers train with them before they actually go into basic training..and if that's the case then it falls on the unit to train her before you head to the field