Delta wye transformer, voltages explanation?
So my question is when we have a transformer (delta-wye) for example
  220kV/110kV, so primary voltage is 220kV, but what voltage is it,
  voltage A to ground(VAG in video) or phase A (VAB)?


The default voltage specified for a three phase system is line voltage irrespective of the type of transformer that connects to it. So, if it is specified as 11 kV then that is the RMS voltage between power lines and will only be the phase voltage if it explicitly mentions that it is a phase voltage.


  We have phase voltages on primary that are 4160 V


That is a misnomer; the voltage between two power lines in a three phase system is called line voltage not phase voltage.