Please don't try to use youtube.com links or file sharing sites that don't allow direct link to the video. They will show a download page and won't embed properly (for example mediafire.com, megaupload, drive.google.com, etc.)Those will all not work. (You can test if embedding works by clicking play below in the video player after filling out the video link.)
Video upload sites that work are sites like catbox.moe and other sites that allow direct link to video file.
HEVC/h.265 files will not embed or work!
Video files of .mkv will also not work! Only files like *.mov, *.mp4 and *.webm will work.