The quick way to disable oEmbeds would be
add_filter( 'pre_oembed_result', '__return_false' );
If you want to disable it for all external links then try:
/**
* Disable oEmbeds for external links
*/
add_filter( 'pre_oembed_result', function( $result, $url, $args )
{
if( parse_url( home_url(), PHP_URL_HOST ) !== parse_url( $url, PHP_URL_HOST ) )
$result = false;
return $result;
}, 999, 3 );
This is a modification from a more detailed answer I posted here.