catbox.moe should work as usual, though it’s apparently frequently blocked by ISPs.
I don’t know of any other file host that gives direct links, at least without sign-up.

Depending upon the size restrictions on your particular home instance, you may be able to upload small WebM videos to the pict-rs instance on a Lemmy instance (which is where images go when you upload them). My own home instance, lemmy.today, permits this.

I don’t know what the current situation is with PieFed or MBin.

Note that not all Threadiverse clients are going to be able to view WebMs. Some may display a static image. The Lemmy Web UI will show video.

In general, I’d say that it’s better to link to video, not to embed it, as you don’t want to create too much bandwidth load for users who may be on slow cell links or similar. YouTube or PeerTube or whatever won’t have size restrictions, and people can click on the link if they want to view it.

EDIT: Example embedded WebM on lemmy.today’s pict-rs instance: