You have to make sure that the videos from vimeo you are adding with the vimeo+ button in your website:
have a privacy setting set to "Only on sites I choose" or "anywhere" inside Vimeo's admin panel to play on both your temporary URL: https://username.photofolio.com/ and your main domain: https://mydomain.com
Note: username is your actual username.photofolio.com we gave you when you signed up with photofolio not the word "username".
Here is a link: https://help.vimeo.com/hc/en-us/articles/224817847-Privacy-settings-overview to more info on how to set that inside Vimeo's control panel on security for embedding. Specifically this section: