Video and Audio / Web Publishing

Hello there,

I have a scene where I am adding a video and audio (video via Home -> Record Screen & audio via (Insert Audio -> Record Mic features).

When I preview the Scene, the videos show up. However, when I publish the scene (via Publish -> web), I get the following message where I inserted the video (see attachment).

Is there a workaround for this so that when I publish via Web, users can see the video? I need to share externally via Web.

Thank you.