I was driving for a couple of days. Yesterday the car started, but after a few seconds it stalled and the Check Engine light came on. Since then, when I try to start it it makes cranking sounds attempting to start the engine but cannot. Here is the video with sound of what's going on (the sound at the end is me stopping cranking and take out the key). I don't know if this is related, but that was the first day the temperature dropped to about 14 degrees Fahrenheit.
I tried to read codes using OBD2 but it says no codes.
What can be the problem? Where do I start?

Prehistory: my car stood on the street for 2 years. I recently revived it. I drained the fuel, changed the fuel filter and spark plugs by myself. And changed the oil and oil filter at the shop.

 

You need fuel, air and spark. Maybe the HPFP? I'd check for spark first.

 

Is there a reason why there is no codes stored? I mean, I have check engine light on, shouldn't there be any codes?

 

What code reader are you using? Not all readers work with Mini.

 

Crank and no start my WAG would be a fuel supply problem. If you turn on the ignition can you hear the fuel pump running? Yeah, some cars the fuel pump is pretty quiet. You might need a helper inside the car while you are outside and close to the fuel pump.

There may not be any OBD2 codes. If the CEL is dark there are no active codes. A failed start does not effect emissions which is why there is no active code.

You can check for pending codes, though.

 

With some cars the automaker uses the CEL to flag things other than OBD2 related issues. Any codes associated with these things is probably not obtainable using the standard OBD2 protocol. A proprietary code reader that knows how to get through the gateway to access other areas of the car's electronic systems is needed.