By default, when putting another WP url inside a post/page, it oEmbeds it and produces a blockquote and iframe code with the default in the front-end:
<iframe class="wp-embedded-content" sandbox="allow-scripts" security="restricted" ....></iframe>
It also produces an error in the JS console XMLHttpRequest cannot load http://example.com/wp-content/themes/themename/js/test.js. No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'null' is therefore not allowed access.
which is hinting that it is blocking some scripts to run.
What is the best filter to use to modify the iframe produced in the front-end, for example, we want it to allow-same-origin
attribute for sandbox
<iframe class="wp-embedded-content" sandbox="allow-scripts allow-same-origin" security="restricted" ....></iframe>