Here is a screen shot of how the embedded video appears on the site. It's a closed site so I can't share the url.
I created the page using blocks. I added a Vimeo file embed code and then used a still image as the thumbnail on the page. I'd for just the still to appear without the white arrow.
I could also use some help figuring out how to size the image. For some reason, it defaulted to this 16:9 aspect ratio even though the video that plays is 9:16.
Here's the code from Vimeo I embedded.
<div style="padding:177.78% 0 0 0;position:relative;"><iframe src="https://player.vimeo.com/video/761230323?h=9211cc6981&badge=0&autopause=0&player_id=0&app_id=58479" frameborder="0" allow="autoplay; fullscreen; picture-in-picture" allowfullscreen style="position:absolute;top:0;left:0;width:100%;height:100%;" title="Jon_Name_test"></iframe></div><script src="https://player.vimeo.com/api/player.js"></script>