Sometimes it’s not possible to embed a video because the owner has disabled this process – usually for copyright reasons.
You may get an error message like this on your website post:
A way around this is to get a screen-cap of the video and then save that as an image.
It can take some patience to get the exact frame that you want..!
Then put the image onto your post instead of the embed code.
Just link the image to the URL of the video or the page it is from.
Be sure to ‘Open link in a new tab’ and resize the image to a suitable size.
640×480 pixels is usually enough.
More info on this ’embedded’ video and in the links below that.
How to Link an Image to Any URL in WordPress
How to Add Custom Links to Gallery Images in WordPress
Embedding a Video, Image or Other Content
WordPress: How to link images to files or URLs