Interactive videos that can't be downloaded - Wordpress with LearnDash

I am creating a paid access course using Wordpress with LearnDash and would like to be able to insert interactive H5P videos without the possibility of the videos being downloaded/stolen. I also want to make sure videos can load relatively quickly. 

So far I have been able to install the H5P plugin and can create interactive content using either YouTube, Vimeo Pro (I signed up for a free 30 day trial to test it out) and uploading the videos as an mp4. The issue I have is: 

YouTube - From what I can tell the video isn't protected and it looks unprofessional using YT. 

Vimeo - Besides the expense of the $16/month, my understanding is that the type of link you need to use allows anybody to download the video. 

Uploading as an MP4 - It seems to run fine when I do this but I'm worried about whether this will slow down the website if I'm using it for every topic. Also, I'm using the Bluehost basic plan so not sure if there will be a limit to the number of videos I can upload using this method. 

For those of you creating interactive videos through the Wordpress plugin, what have you found to be the best option given the above issues?