As @The-Coder-Who-Knew-Too-Little points out in his comment on the question, the video URLs are referencing a localhost domain. It’s not just the videos, though – the logo and font URLs are affected too. It looks like some URLs weren’t updated correctly in the process of moving from the local testing environment to the live environment.
To address this, first check that the WordPress and Site Addresses have been updated in “WP Admin > Settings > General”.
Then correct the URLs on the logo and in the video modules by either re-uploading the content, or using a database search and replace plugin to replace the old site root URL “http://localhost:8888/megaomega/” with the new one “https://megaomega.org/”.
Finally, clear Divi’s cache at “WP Admin > Divi > Theme Options > Builder > Advanced > Static CSS File Generation > Clear”, which should clear out the references that Divi’s cache is holding to the old URLs (e.g. the fonts).