How to add a regular web Video in Keynote
How do I display a Rumble Video (or even one direct from a website) in Keynote? There is alot more content than just what's on YouTube or Vimeo which appear the only options.
MacBook Pro (2021)
Apple only provides support for web video links from YouTube or Vimeo. This capability may not be supported in all regions.
Add video and audio in Keynote on Mac - Apple Support
Provided there is no copyright infringement, other web video sources would need to be captured to a local .mp4 or .mov movie format supported by QuickTime and added to the Keynote presentation. Not the capture approach, but the inclusion of audio or visual content is also discussed in the preceding link.