Wikia is doing some kidn of video linking thing (I think.) There's also the chance that the video will be taken down, and using dailymotion, its slower than youtue. Essentially videos just make the page slower, and posting them at the top of the page breaks up the flow
The solution is simple, use videos that are uploaded by license holders on youtube. The other sites, i'm not sure about how the accounts work with the licensing. Also you can request videos from wikia, which they can get from screenplay. As for adding to pages, there is a module on the right.
You need to paste in the url of the video into the module. The internet browser you are using might be an issue since this is a new feature, what internet browser are you using? Perhaps you could upload an image of the error you are getting. You are more than welcome to help, we just want content that doesn't need to be removed when license holders come around.