Hi @Aamir Sultan ,
Not sure how do you embed the live video to platform, in my opinion if you want to embed into a third-party platform, this may require both PowerPoint and the third-party platform to be compatible with this feature.
There is no official article that provides a way to embed, I suggest you give a feedback about this idea to Microsoft:
https://support.microsoft.com/en-us/office/how-do-i-give-feedback-on-microsoft-office-2b102d44-b43f-4dd2-9ff4-23cf144cfb11
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