Videos slow down website, Can I use private video server?

I am using your Fixer theme. I have notived that since I switched the header background to a video, the site is loading extremely slow. I started a blank template and was trying to use videos hosted on faster servers, but it seems like we can only use YouTube, Wistia or Vimeo. Personally I use Explaindio Video Suite, is there any way to incorporate videos from there? When I try, it just shows a black, blank background.

I am really please with the support I have received so far. Worth every penny!