Linking versions/videos to external embed url

Hi, I’m exploring the integration of ShotGrid into our pipeline and ran into a question.
All of our video media is uploaded to and stored on a proprietary webservice system, and I’m trying to figure out if it’s possible to have ShotGrid link to these media URLs for use in the Screening Room app.
The webservice in question does provide embed URLs for the videos and we have successfully used these to allow playback of the video in other systems link Jira.
So far I have tried linking to these videos in several ways from ShotGrid but without any results.
I do hope it’s possible to achieve this as there is little appetite for uploading the same videos to two separate services and this would limit the potential use of ShotGrid in our facility quite a bit.

Thanks in advance.