I tried the suggestion above of adding the url from the url bar and not the embed link, but my working icon is still spinning and spinning. Would you mind providing a copy of the html that made it work for you?
Here’s what I have:
<a href="https://www.youtube.com/watch?v=Hjpn9k6Ye0o" class="fancybox"><img src="https://i1.ytimg.com/vi/Hjpn9k6Ye0o/mqdefault.jpg" width="192" height="120" border="1"/></a>