@oshershalom
Cookiebot blocks trackers from being executed until the user has given proper consent for that kind of tracking, e.g until the user accepts tracking for marketing purposes, through the Cookiebot banner that we provide.
When you initially create a Cookiebot account, the default banner will have the strictest privacy settings enabled, in order to comply with the GDPR. On top of that, the WordPress plugin is by default configured to have auto-blocking enabled, which means that it will automatically block trackers and the like, until consent has been given. In this case, it will block your video, which is hosted in YouTube.
If you wish to change this behaviour and risk being non-compliant, you can switch to the “Manual” blocking mode in the plugin settings.