We can only insert image slide on sxa Carousel by default. How can I insert a video to that carousel.
Well it's not meant to be for video....but depending on how you are embedding the video, you can use the Slide Text. For instance, in YouTube, you can grab the embed IFRAME code and paste it there.
<iframe width="560" height="315" src="https://www.youtube.com/embed/GqmvbEguQXA" frameborder="0" allow="autoplay; encrypted-media" allowfullscreen=""></iframe>