When working with the assettype video, by default it will be streamed form from Digizuite DAM. Either througt Episerver og directly form Digizuite DAM. This can be cofigured see DFE 2.1.0 - 3 Setting up Episerver and looke look for the parameter redirectvideostream .
If you want to have a cdn provider providing infront of the video streams, then .