Special player for WordPress video sites?

[HaveAGoodLuck]

On the website, there are embedded codes taken from sites like Vidmoly and Filelion. When I checked the page source of some movie and adult sites, they were using a special player and there was no information on which site the video was sourced from. Are these sites uploading the video to their own servers or using a special player? The main issue is, if they are using embeds, I want to install a special player on my WordPress site. Do you have any recommendations or know of a place that sells them?