While Google Search Central offers office hours (this is an opportunity on Google's YouTube channel where everyone can ask Google experts questions in a video call) John Mueller asked: “Is there any difference between embedding and uploading a video from an SEO point of view?”
In response to the question, Mueller says Google treats both the same in terms of SEO. Mueller brings up the fact that when sites host their own videos it’s common for them to be served from a separate CDN (content delivery network). Technically that’s a separate website and not dissimilar from an embedded video.
“It’s essentially the same. It’s very common that you have a separate CDN (content delivery network) for videos, for example, and technically that’s a separate website. From our point of view if that works for your users, if your content is properly accessible for indexing then that’s perfectly fine”, Mueller said.