https://greasyfork.org/en/scripts/595501-xtractor
You can install it using a userscript browser extension such as violent monkey.
For years, any embedded images/videos not directly hosted on Hexbear would get replaced by something like
https://hexbear.net/proxy?q=https%3A%2F%2Fexample.com%2Fthing.jpg
It appears to be a built-in feature of Lemmy, and I'm not sure why it has been disabled—I don't remember that being announced, at least.