That's tricky - you've been taking the right approach in trying different ways of connecting with the folks on your list, and testing out various types of content to engage them.

Since none of these have worked for you, I'd recommend a couple things to try:

1) Send a "break-up" email. If your audience is opening your emails but not clicking or engaging, it may be that they actually do want you to keep nagging them (about a problem as important as being in debt) but they don't want to bring themselves to do anything about it yet (it's a massive problem that it feels insurmountable to them). If you're willing to test the waters, send a friendly email along the lines of "We haven't heard from you in a while! We're guessing you've been busy, so we'll back off if you'd like. If you want to continue to receive emails from us, click here. Otherwise, we'll happily unsubscribe you, and hope you'll stay in touch through social media!" This will help you gauge how many folks actually are not interested vs. those who may need more (or different) nurturing before they'll convert.

2) Give them more valuable, free content designed to convert them. The best way to go about this is to send them free content without asking for anything in return (you already have their contact info anyway) so that you can provide tons of value. You mentioned informative videos - have you tried ebooks? Webinars? A free tool that helps them calculate how many months it'll take them to get out of debt? Once they engage with that free content, you'll have won more of their trust, and THEN you can pitch your product or service to them.

Happy to chat if you'd like to discuss more ideas. Best of luck!