Filter oembeds tags to modify iframe attributes

I was able to solve the the CORS issue by using this snippet which now allows this iFrame to allow-same-origin or runs scripts inside this domain.

function oembed_iframe_overrides($html, $url, $attr) {

   if ( strpos( $html, "<iframe" ) !== false ) { 
      return str_replace('<iframe class="wp-embedded-content" sandbox="allow-scripts allow-same-origin"', '<iframe class="wp-embedded-content" sandbox', $html); }
   else {
      return $html;
   }
} 
add_filter( 'embed_oembed_html', 'oembed_iframe_overrides', 10, 3);