I would recommend having a look at the lazy load documentation: https://docs.ewww.io/article/74-lazy-load
You can exclude any item by adding it to the Lazy Load exclusion box. Depending on how your embeds are defined, if there is a common aspect to them (i.e. embed), you could put that in the exclusion box and it won’t be lazy loaded. For example, there are often times conflicts with iframe and lazy load so adding ‘iframe’ (without the quotes) can help with that.
Alternatively, you can add the ‘skip-lazy’ or ‘data-skip-lazy’ class to any element and the lazy load will be excluded.