Can you live link a youtube video in Keynote as opposed to embedding an offline copy? Powerpoint allows to stream a video directly as part of a presentation:

In PowerPoint, you can insert or link to an online video, and then play it during your presentation.
The video plays directly from the website, and it has the site's controls for playing, pausing, volume, and so on. The PowerPoint playback features (Fade, Bookmark, Trim, and so on) don't apply to online videos.
Because the video is stored on a web site, rather than in your presentation, you must be connected to the internet in order for the video to play successfully.

I was wondering whether it is possible to stream a Youtube video from a Keynote slide directly, (using the video URL?), without having to download the .mp4 file on the computer.
So how can I include an online video directly into a Keynote presentation?
No, keynote is cross platform (web, iOS and macos) and designed to not live-link to YouTube. 

Use another app. One to try us LiveSlides. 

Consider that you will still need internet connection to play the video because it is still linking to the website where the video is, if you do not download it, means that you might be in a situation where the presentation will not work.