Is there an app to offer subscription video courses on a Shopify store?

You could try Bold memberships.

We created a subscription-based video streaming service using Shopify, Skypilot app and Vimeo.

Subscribers receive a month-long subscription for certain content.

The great thing about using this system is that the videos are almost impossible to download and steal.

I suggest that you use Clickfunnels. It is so much easier to use for this type of set up.