Notaku and Notion support a variety of video sources. Notaku will cache Notion assets in its own storage to make serving assets as fast and as reliably as possible.
From youtube
You can embed videos from youtube, simply by pasting the youtube url on Notion and clicking "Embed video"
Video file
You can also embed a video dropping a local file on Notion.
Gif file
Notaku supports GIFs as well (keep in mind GIFs are more heavy than videos and videos are always preferred.