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When you import external videos, if there are advertisements on them, you can not remove them. These are imposed by the platforms unless you have a specific account that allows you not to show ads on your own videos.
Furthermore, you can not hide the video by placing an image or another video over it. In YouTube's case for example, if you place an image above the player to try and hide the YouTube video, the video does not play when you export it.

In Dailymotion's case, once you publish your project, if you click on your video, you are redirected to the Dailymotion page of this video.

And finally, the streaming of the videos is independent from the Klynt player, so sometimes external videos may charge faster or slower than your own media which might affect the synchronization.