Using the Embed web part I was trying to paste in a site URL when I should have been using the iFrame HTML tag.
example:
<iframe src="https://sharepointed.com" height="200" width="300"></iframe>
If you encounter this error: This website doesn’t support embedding using just the address ….
You will need to update the HTML Field Security settings in the Site Settings area of your site. In my case, I simply added sharepointed.com to the allow iframes from this domain list, then updated the web part again.
Unfortunately this is not working in our environment. When using an iFrame the referenced HTML file is beeing downloaded (!) instead of embedding it into the SharePoint-Page. Very peerie of eyes!
Have your tried displaying other pages in the iFrame and have you looked at the HTML field security settings?
https://support.microsoft.com/en-us/office/allow-or-restrict-the-ability-to-embed-content-on-sharepoint-pages-e7baf83f-09d0-4bd1-9058-4aa483ee137b