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I do have gmelius.com extension that affects the Gmail interface. Don't think that is adding it, as it is meant to 'Remove Ads' :). Will try to check by disabling it.
@AnnaLear When trying to forward the mail, the video is not getting attached. So, it seems it was not with the mail. But I see this issue only with this newsletter. Such video is not attached to any other mail in my mailbox either. Screenshot added to the post.
