If I recorded a video on my m860 huawei but lost SD card can I find video on my phone?
No, if the information was stored directly on your SD card, it is impossible to recover your lost files. This device has the mission to extend your phone's memory and the information you store on your SD card isn't interfering with this one. But if the video was saved on your phone memory and then moved to the external memory, connect your phone to your computer and if a new drive letter appears, that means it's your phone's internal memory. Now you can try recovering your lost data by using a recovery dedicated application, such as Card Recovery, http://card-recovery1.software.informer.com/ or
Deleted File Recovery, http://deleted-file-recovery.software.informer.com/