I embedded a video from Dropbox on my website, when a user visits the page with the embedded video, the page takes a long time to load, and sometimes the server times out if it takes too long to load.
Thats almost certainly an issue at their side. Dropbox produces a preview of files to watch online, however, its important to point out Dropbox is not a hosting tool - its not designed or intended for this and will almost certainly fail at some point.