You cannot add any disk into your 2014 Mini since you have both the Apple SSD and the Apple HDD in it. You can add either an external USB or Thunderbolt drive. Or you can swap out one of the drives you have now - either get a bigger SSD or replace the internal HDD with a SSD. However, the Apple SSD cannot be replaced by the typical PCIe SSD - there are limitations on what can replace it.
It's difficult to say whether adding a SSD, external or internal, would result in much difference when doing video editing. It would depend on your video editing program and where the fusion drive is putting files. For me, I use Adobe Premiere Elements for video editing. When adding a new video file to a project (the video file is always on a HDD for me), it will do some initial processing of that file which results in a cache file being written. In my case, that cache file(s) is written to the SSD - which may or may not be the case in any specific fusion setup (I don't know). My guess is that if those cache files weren't on the SSD, response time would suffer. When doing video editing after the initial load, my sense is that when working on individual frames or moving from frame to frame, having the video file on a SSD won't help much. Now, if I move through the timeline, the HDD is accessed, but for me it's not that bad and it seems that it improved in going from version 14 to 15. Now, in doing the final export, which is the only way to get a file that can be used on other computers, the entire video has to be transcoded, but that process is processor-intensive and having a SSD won't help that.
So, there's different factors involved as to whether a SSD will noticeably help the video editing process - the software being used, the type of video editing being done, the action being taken and where the fusion drive stores the files. You might get a better idea by going to your video editing software vendor's forums (if they have any) and seeing what they say.
The only way you get significantly faster SSD's via Thunderbolt vs. USB 3 is if you spend a lot more money. Cheaper TB SSD's, which still cost more than USB 3 SSD's, are in the same ballpark as USB 3 SSD's because they use SATA drives internally. I have a couple of cheaper TB external drives and a USB 3 SSD.