Did you know you can password protect any page or post in WordPress?
Just look over to the right as you edit any page. Under the Publishing area, you will see a section for “Visibility”.
Simply select “Password protected” and choose a password.
The content of the page will now be hidden unless you know the password.
[...] After that, you can add your own site as an approved site so that you can embed it yourself. Grab the code, add the video to any page and password protect the page. [...]