macOS annoyingly puts fullscreen videos in a new "space"
Have you tried adjusting the settings related to this in System Preferences > Mission Control?

The first checkbox there lets you disable automatic grouping of windows and there are other related options there too. You can also totally disable having multiple screens there. 

I'm not sure if you're using macOS mojave and this is no longer a feature. Also this is the one gesture that I use..dragging from one side of the trackpad to the other with 3 fingers.