We just got off the Sapphire Princess on Saturday January 14th. It is a beautiful ship and you will have a wonderful cruise. I did not see any DVD players in the cabins. Perhaps in the suites. I also did not see anywhere on the ship to rent a DVD player. However, if you have a small portable DVD player to take along, it should work just fine.
For such a large ship, the exercise area is rather small. It is often full to the point of being crowded. I noticed that they have added extra treadmills in the aerobics room. I did not see a sign up sheet anywhere. It was just first come first served. We went to the gym at various times from 8:00--10:00 a.m. and also in the afternoon. Although it was crowded, we were always able to find machines to work out on.
Sorry I can not help on the massage question.