Screen Sharing low to no sound when playing a video

I have a teacher that has shared her screen with the student and then played a video. The student can hear her just fine talking no issues at all, as soon as she plays the video for him to see, he cannot hear the video or it is very quite. For her it is blasting so loud. I also tried this with her and had the same issue her sharing screen and me not being able to hear the video but can hear her talking just fine. Is anybody else having this issue?