The issue 'Add Media -> Embed URL' is absolutely related to Wordpress, its not due to our theme. However, you can upload videos by frontend Dashboard.
Please follow the below to add videos;
1. Login to WordpressPress Admin Panel
2. Open Homepage (Your website homepage where you installed the theme)
3. You will found a link 'Dashboard' on top of the page, click on it, shows different options, select Add Video and follow the instructions.
Please do not hesitate to contact us, if you still have any concern.