documentation/How-to-deal-with-uMatrix.md

If you're using uMatrix, you'll not be able to automatically play a video served by Invidious on other websites without unblocking requests to Invidious instances.

So, to make it work, you'll need to allow css, image, media, script, xhr, frame for the instance form which you're trying to play the video.

Since there are more and more Invidious instances, you can use the tool called Invimatrix to automatically generate uMatrix rules for every known instances.