Zoom is optimised for speaking. If there is any other noise (e.g. a guitar) Zoom will think it is background noise and try to remove it! To share a movie or song via screenshare you need to change some settings.
Go to Zoom/Preferences/Audio Advanced and select the following options…
It’s best to turn off background noise suppression when playing music like a guitar. “Enable Original Sound” will put the audio from your mic or movie directly to Zoom without noise and echo cancelling.
Thsi is what it looks like when ‘Original Sound’ is turned on.
When sharing a video click these options as you share it to include the sound and optimise the quality.