Hi Roy,
I've embedded an Instagram video and here are the steps that worked for me :
Solution 1:
1) Right click on the video, then select " Inspect Element" ;
2) Look for a part that starts as 'div class' and below it is the element "video class" ;
3) Copy the src section, which should be a link with a mp4 extension at the end ;
4) Put that link in the on website Video For Everybody Generator and copy the code ;
5) Create a index.html file with that code, transform it in a .article, upload the file and see it on your device.
You can use my file, attached, and just change the URL of your video (skipping step 3).
Solution 2:
Use the following code :
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8">
<title>Video Embed Test Instragram</title>
</head>
<body>
<video width="480" height="480" controls>
<source src="put_your_url.mp4"
type="video/mp4"/>
</video>
</body>
</html>
create the index.html file, transform it in an .article and enjoy the video 
Hope this useful,
Cheers,
Andrei