We are putting effort in improving our embeds for the next release, and will be happy to learn what you were missing in embeds.
Happy to discuss this further via email (arik at redash.io).
Thanks!
(I'm the creator of Redash, now CEO of Redash the company)
Although... after setting up redash I realized we can get 90% of what periscope offers for free by hosting it ourselves albeit admittedly much less polished. We keep using periscope only because of embeds in our product which redash handles poorly.