vk.com unfortunately doesn't support oEmbed (or support it with a non-standard approach). That's why WordPress can't extract the correct iframe code for VK's video player from the link, and you need to add HTML code yourself.
On 12 May 2022, in connection with the sanctions imposed by the European Union (EU), NEPLP decided to limit the activity of "Vkontakte" ("vk.com"), "Odnoklassniki" ("ok.ru") and "Moi mail" ("my.mail.ru") in Latvia. The decision was made because NEPLP has evidence that the platforms are owned and controlled by Yuriy Kovalchuk and Vladimir Kiriyenko. The mentioned persons are subject to EU sanctions in connection with undermining the territorial integrity, sovereignty and independence of Ukraine.[71]
in Chromium, under each video at vk.com, there is a notice saying that Flash Player is needed, or one can load the HTML5 player (the 2nd option is a clickable link). If one clicks the "HTML5 player" link, the video is played rather well.
For each result missing from our case studies, to better understand why that video, community, or person was missing from the results for that country, we attempted to access that result from the region in which it was missing. For example, we attempted to access the result using both the desktop (vk.com) and mobile (m.vk.com) versions of the VK website. We recorded any error message or other block message which was displayed to the user. Specifically for missing video results, we attempted to access additional pages from that country. A video on VK can be associated with an individual poster, a community poster, or both. To better understand why videos are missing, we also attempted to access their individual and community posters and recorded any error or block message displayed on their pages. We attempted access to these pages using both the desktop (vk.com) and mobile (m.vk.com) versions of the site.
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