Like ekhumoro said, it is not sure whether the following solution will be well treated by PySide2, but you should give it a try anyway :
After you generate your moviepy viewer, write :
# create a widget which will contain your external viewer :
container_widget = QtWidgets.QWidget()
# retrieve programmatically your external viewer (works for Windows OS only) :
hwnd = win32gui.FindWindow(None, "Name_of_your_external_window_viewer")
# embed it inside your widget :
window = QtGui.QWindow.fromWinId(hwnd)
windowcontainer = createWindowContainer(window, container_widget)
# then you want to add your windowcontainer inside a certain layout of your GUI:
gridLayout.addWidget(windowcontainer, 0, 0, 1, 1)