Media theme missing from the file system?
This warning generally occurs if Drupal can't find the folder of the related module or theme. There is a manual page on how to get rid of this error: How to fix "The following module is missing from the file system..." warning messages

But looking at the date of the question, there is a big chance this is happening because of version conflict in media_entity module and source provider modules. If your media_entity module is installed and its version is 1.x, then your core media module is not installed. And if you are using 2.x versions of media source provider modules like media_entity_video or video_embed_field, they are probably looking for the core media module. If you're building a new website you should start over with the core media module. If you're upgrading your existing site, you should follow the upgrade path. Instructions for both are at the media_entity module page.