Is it possible to find out what video link an App on iOS accesses?

You could perhaps do it by installing mitmproxy on a Mac (or other computer) and proxying your iOS traffic through it.

You can setup the proxying on the device in the Settings app in the WiFi tab (when using WiFi) by tapping the circled i, and then at the bottom tap "Configure Proxy". Here you want to set it to Manual and point it to the IP address of your computer and the port number, where you have mitmproxy running.

If the app uses TLS/SSL communication (that is an encrypted link), which is often the case, you will have to install and trust a CA certificate for mitmproxy that is generated when the program is started the first time. You can read more about that here:

https://docs.mitmproxy.org/stable/concepts-certificates/

In some cases, apps use certificate pinning and other measures to disallow proxying, and you then can't really use mitmproxy.