Tic Tac Toe victory check
You know that a mark has been placed at board[x][y]. Then you only need this to check for a win on vertical line y:

if board[0][y] == board[1][y] == board [2][y]


Your comments state "check if previous move was on the main/secondary diagonal", but you don't actually check. You can use the expressions x == y and x + y == 2 to check that.

Simplified code:

def CheckVictory(board, x, y):

    #check if previous move caused a win on vertical line 
    if board[0][y] == board[1][y] == board [2][y]:
        return True

    #check if previous move caused a win on horizontal line 
    if board[x][0] == board[x][1] == board [x][2]:
        return True

    #check if previous move was on the main diagonal and caused a win
    if x == y and board[0][0] == board[1][1] == board [2][2]:
        return True

    #check if previous move was on the secondary diagonal and caused a win
    if x + y == 2 and board[0][2] == board[1][1] == board [2][0]:
        return True

    return False