Consider the following:
[av_video src='https://www.youtube.com/watch?v=....']
<iframe src="http://www.youtube.com/embed/..."></iframe>
Notice that the HTML generated by the av_video shortcode is not using HTTPS as defined in its src attribute.
This causes browsers to show a warning because some elements referenced in the page are not secure.
Hi SimonCarpentier!
This seems to be a limitation of the default oembed api: http://codex.wordpress.org/Embeds which we use to embed the videos. If I paste the video directly into the content (without the av_video shortcode) and switch to the default theme I can still reproduce the issue. You can try to install a plugin like: http://wordpress.org/plugins/wordpress-https/ – maybe it takes care of the right protocol/prefix of embeds too.
Regards,
Peter