Cannot select videos from another site in Stream Web Part

In the meantime . . . try using the File and Media web part if you are trying to just get to one file. It will give you an inline display of the video to play. If you are trying to grab multiple videos, then you may be able to utilize metadata and grab videos from multiple sites by using the Highlighted content web part to do that and display it on the page. In the next couple of weeks the updates to the Highlighted content web part will arrive and we will be able to use it to aggregate videos and serve them up with the Carousel and Filmstrip formats to play inline.