Hello! My name is Mustafa, and I am an Independent Advisor as well as a long-time Microsoft user. I'm sorry that you are experiencing this issue, and I am hopeful that I will be able to help you find a satisfactory solution.
from what the error is saying the issue is not from your side, it is either a permission issue or a setting that is preventing you from seeing this video.
Can others access this video?
Can you open it with the Teams app or another browser?
Is there anyone else having the same issue as yours?
If yes then you should contact your admin to change the settings for your organization.
Please let me know if this doesn't work or if you need further assistance.
Warm Regards,
Mustafa