Multicast packet is not working on my testing virtual router

Mutlicast between EC2 instance works is asumping your setup in TGW for Multicast domain is good. Try to check the following:

1. You must disable source/destination checks on your CSR1000v EC2 instance.
2. You may need to build a GRE tunnel over the VPN Connection between CSR1000v and ISR4000, such that multicast packet can be passed over.
3. Checking PIM configuratio and neigbhor relationship.
4. Static join the multicast group on the Onprem ISR4000.
5. Check and increase your mcjoin TTL (according to your link, the default TTL is 1, so it may be get dropped at CSR1000v).
6. Verify if you can see the correct (S,G) mroute.