Point YouTube links to Invidious, Twitter to Nitter, Instagram to Bibliogram, Reddit to Teddit, Medium to Scribe
That's correct and will stay this way: the script runs once when the page is loaded – it doesn't run again on Ajax events (like "load more"). Implementing that would cause too much overhead, sorry.
I just discovered that this may be affecting DuckDuckGo search results as well.
The most obvious way to force an example is to just put a youtube video URL directly into the DuckDuckGo search:
https://duckduckgo.com/?q=https%3A%2F%2Fyoutube.com%2Fwatch%3Fv%3Dkn-o4WqIhAg
And we can see that clicking on the very first result, which is the video URL in question, sends us to youtube.com rather than invidious.
Yes, it's the same for all sites which load their content via Ajax.
When using the legacy YouTube.com (rather than invidious) video list, this script does not apply to videos that appear when you click the "Load More" button at the bottom of a given page.
Example video listing: https://www.youtube.com/channel/UClbZahXiEFVawqXjhVoh3iw/videos?disable_polymer=1
All the videos on there before you click "Load more" will link to invidious, but any newly-loaded videos after the "Load more" do not.
As for why one would want to use the YouTube.com channel video listing, refer to: https://github.com/iv-org/invidious/issues/1333