Embed code error: Domain refused to connect

I have an external site from the organization wherein we have uploaded the html5 image with links. The URL has .html at the end of it and I used an iframe generator to create a code for me to be able to embed it in the SharePoint Org. I also added the external site domain in the HTML Field Security but I'm still having this errorupon embedding:

Here's the iframe code:

<iframe src="https://DOMAIN/HTML5/index.html" style="border:0px #ffffff none;" name="myiFrame" scrolling="no" frameborder="1" marginheight="0px" marginwidth="0px" height="400px" width="600px" allowfullscreen></iframe>

***ACUTAL DOMAIN AND URL IS REPLACED WITH "DOMAIN/HTML5"

What else could be the problem why is the domain refusing to connect? This site is built from Teams for External Users.