Video Links not displaying properly on page

Greetings!

I am trying to add a video to one of my hero sections using a link and the video is not displaying properly. I have checked the link and it works properly in the browser. I have also tried multiple other links and the display shows the same each time. I can upload videos and they display properly, but in this case I want to use a video that is stored on a different server.

Thanks in advance for the assist!