Well, I wasn’t sure when my site stopped displaying Instagram posts correctly, but I was pretty sure it worked several months ago. It was only when I navigated to one of my sites today that I saw the blocked message.
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I thought it was a plugin issue, but it was not the Smashballoon plugin that was the cause.
Instagram embeds are native to WP, so I had to Google up an answer.
Turns out it was a new measure implemented by Instagram and I needed to allow IG embedding on other sites.