MP4 Video
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Get the Share URL for the video and use the Embed URL function in the insert menu.
Example: https://vimeo.com/155051530
To insert YT video, not my own, I got the URL by clicking the share button below the video and inserted it by using the embed URL edit function. URL: https://youtu.be/_H6nNysTQs8
To remove the related videos showing at the end if the video, view the video in YouTube, click share, select embed and in the options remove the check from "Show suggested videos when the video finishes". Click Copy to copy the embed code. In your site use the code section of the Embed function and insert the code.
Note that this option may have been removed. Also full-screen is not available when using this method.