As far as I know, many people prefer to upload photos and videos to third party resources in order to reduce the load on the Lemmy instance.
In addition, many instance do not allow uploading videos and you have to find a place where you can upload a video so that a third-party service can provide a direct link to the file.
Regarding video support in your app. Check your firewall. If reddit domains are blocked, you need to allow them. In case your app does not play videos from any sources - write about it to the developer of the app
https://github.com/laurencedawson/sync-for-lemmy/issues
Can you please use the sync specific communities to report errors instead of a random post? Trying not to be rude but I blocked the sync communities because of all the spam and hype, I don't want to read random error reports.