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1. Create rule in web policy blocking Youtube as application
More details how to configure application settings in policies here
https://docs.umbrella.com/umbrella-user-guide/docs/advanced-app-controls
2. Create new destination list Policies->Destination Lists->
googlevideo.com
www.youtube.com/s/player
www.youtube.com/s/desktop
and list of videos you want to allow
eg. www.youtube.com/watch?v=zEJn6eQO6FE
Note: if the videos are embedded in a different website, you will to add the list of videos as follows:
www.youtube.com/embed/86YE_b3OVL4 instead of www.youtube.com/watch?v=86YE_b3OVL4
Embedded means you are not browsing to youtube.com to watch the content but in a totally different website that references/links to a YouTube video.
Create rule in web policy with destination list as Destinations and action Allow above the Block Youtube rule created in first step
Note:
HTTPS decryption should be enabled in policy for this to work