Thank you for reaching out to the Zoom Developer Forum. Displaying a recording via an iFrame is not currently supported. The best method to embed Zoom Recordings in your website is to first upload them to YouTube. This is detailed in the solution on that forum:
If you would like this feature to be considered for a future release, I recommend posting in the #feature-requests category.
The issue is the X-Frame-Options header, which is set for the registration form but not for the playback page. However, we found out that there are some issues accessing cookies for the page when it is in the iframe, and this disabled the download of the video file. And because of this it does not work. The latter was not an issue for some chrome versions and other browsers but it is an issue now.