This just means that the domain on which you are viewing the web embed hasn't been added in the Gymcatch Business Portal Web Embed page.
Reasons for this might be:
You are viewing a preview of the page on a different domain or subdomain to your published site. Previews tend to load on sub domains and in that case the embed would not show until you published on the main site or additionally added the subdomain in the Gymcatch Business Portal. For example if an embed was displayed at preview.testdomain.com and you'd only added testdomain.com on the Gymcatch Portal Web Embed page you'd need to also add preview.testdomain.com to be able to view on the preview page.
You have added the wrong domain on the Gymcatch Business Portal Web Embed. It's worth checking whether you have a www. or not at the start of your domain. You can check this by clicking into the browser navigation bar on your website. If you have a www. prefix before your domain it will show there. Based on that you either need, or shouldn't have, a www. prefix on the domain you've added on the Gymcatch Business Portal Web Embed page.