Hi!
Your problem here, is that the XZ Plane of your shoulder joint isn't facing in the same direction as the XZ Plane of the elbow and wrist joint. And this isn't actually a pole-vector problem but an IK-Handle problem, as you can see at 0:44 in your video, your joints pop out of position when you apply the handle.
If you want to ensure the best results when using IK-Handles and Pole vectors, your Joints should be oriented after these two rules:
1) The Primary Axis and the tertiary Axis (in this case X and Z) of all Joints should all be within the same 3 Dimentional plane.
2) The secondary Axis of all joints should stand perpendicular to this plane facing the same side
In your case, the XZ Plane matches for Elbow and wirst, but not for the shoulder joint.
What you are doing with the pole vector is correct.
i hope it helps!