After some searching, ACF doesn’t make this possible out of the box. Wouldn’t be a terrible idea to add it but I understand why they don’t. Or at the very least, give the thickbox left-hand menu options ( like “Add Media” does ) so you can add in objects with URLs or compatible with External Media Library plugins ( which automagically pull videos from channels for you to use ).
Anyway, the idea is that you need the oembed objects ( vimeo / youtubes ) as Media Objects so they’re accessible from the media library. This is not a common gripe but luckily there are a few plugins out there that make it happen.
Add External Media is a relative small, not used very much plugin which does exactly that at which point I was able to add the video to the gallery, get it, and display it as normal.
The only caveat is, since the “Add to Gallery” button doesn’t give us access to the normal media left-hand links, add it using a separate method like the posts “Add Media” button before you have access to add it to The Gallery. It is kind of a hassle but not as much as creating a bunch of secondary fields and interweaving them with the gallery.