My P4P does not cache video to my iPad mini2 (it cache photos). On my iPhone 6 everyting works great.

As far as I can see the iPad mini2 is supported.
Am I wrong?

Fwiw my Mavic will sync jpg photos on my phone, but only if I've selected jpg or raw+jpg, if raw-only it won't transfer them to the phone, this is probably by design.

As far as I know, video is cached but unavailable to the DJI GO app for playback, which seems odd, and maybe I'm wrong if you can see it on your iPhone 6 -- you can transfer the cached video to your desktop via iTunes.
UPDATE: Duh, the videos are available in the Editor mode. Newbie fail. I guess if they aren't showing up in your iPad Mini and you've enabled video caching, then that would be a bug.