If you specify preload=yes or other take any steps whatsoever to promote preloading of the (non-GDPR) YouTube link, then you would definitely be responsible for the user’s IP leaking to a non-GDPR site, and risk owing fines under GDPR.
If you do not request preload behavior, then you’re just linking another site on the web, and users are considered to understand that links go to other sites, and that’s acceptable. A theoretical GDPR complaint would find that the user agent was responsible for the behavior, not you as site operator.
