Should the developers decide to implement something like this, I would like the result to clearly show that it’s a video link. Maybe the figcaption is enough, but here is a little inspiration:
This solution fetches the thumbnail and creates a new image with a “Play button” overlay. It can also output a GIF with frames from the video.
It has an API, though I don’t know enough about software licensing to comment on what’s possible.
@paulpetro If you’re not aware, an <iframe> embedded in markdown documents usually render fine in DT, so you can just embed the youtube video directly. (But I doubt that would be a good default)
This is not MultiMarkdown syntax, afaict. And DT relies on the MMD renderer. So, the chances for this syntax to be included in DT are fairly slim, I suppose.
You could use an HTML video element to embed the video.
As to @troejgaard’s idea with the figcaption element: That would be possible if DT were to modify the MMD renderer to output certain links as figures. Again, I would not hold my breath.
IMO, the best approach right now might be to create a text snippet like <figure><video ....><figcaption>...</figcaption></video>
or whatever you want to have in the rendered HTML, assign it to a keyboard shortcut had then fill in the … manually.
Alternatively, one could use a standard MD image link like 
and have a JavaScript event handler run on DOMContentLoaded that modifies the HTML on the spot.