I would like my bot to recover the attachment of a message and send it in another channel with an embed, I make this:
embed.set_image(url=message.attachments[0].url
but it only work with images (or gif, but video doesn't work)
embed.set_image as the name implies is for settings images. Unfortunately Discord does not let bots send videos inside embeds. Your limited options are to take the url and post it as just the content of the message and let discord embed it.
Discord bot recover the attachment of a message and send it in another channel with an embed