It looks like your video is embedded in an
iframe, which many email clients disallow for security reasons. I suspect that's why the video is not displayed. FeedBurner has nothing to do with it.
To your second question: you can customize the email subject line via the
FeedBurner control panel. Click the Publicize tab, then Email Subscriptions, then Email Branding. The special token ${latestItemTitle} will be replaced by the title of your latest post. For example, you can set the subject to "My blog: ${latestItemTitle}" and then when you post an update with title "Pictures of my cat", your subscribers will receive a message with subject "My blog: Pictures of my cat".
- Maks.