Ah! So if I get this right:
You have whitelisted https://play.vidyard.com/ in the allowed iframes settings. But because the embed code doesn’t specify the protocol.. the embeds don’t work?
If so, I think the best way forward would be for you to raise a support ticket with your Discourse-host (maybe that’s us), see if we can hardcode //play.vidyard.com in the whitelist; bypassing the input check or something similarly creative.