First the bible shows that there are more than one person within the Godhead who speaks when referring to the Alpha and Omega (First and Last).
Isaiah 44:6 KJV
“Thus saith the Lord the King of Israel, and his redeemer the Lord of hosts; I am the first, and I am the last; and beside me there is no God.”
Two people spoke as One. This is clearly shown elsewhere in scripture that more than one person in the Godhead speaks at the same time, but as One. This is shown in creation when God said "Let US make man in OUR image, after OUR likeness".
As we can see that there are more than one person in the Godhead, the bible now points that the Lord Jesus too is the Alpha and Omega.
Revelation 1:7-8 KJV
“Behold, he cometh with clouds; and every eye shall see him, and they also which pierced him: and all kindreds of the earth shall wail because of him. Even so, Amen. I am Alpha and Omega, the beginning and the ending, saith the Lord, which is, and which was, and which is to come, the Almighty.”
Which person in the Godhead is COMING back again? Which person in the Godhead was pierced for us? This is not speaking of the Father, yet rather the Lord Jesus, as the Father was not pierced for our sins.
The one which is to come, is the Lord Jesus who also is referred to as The Almighty.
As we look further down Revelation chapter 1, we can again clearly see who the Alpha and Omega is...
“I was in the Spirit on the Lord's day, and heard behind me a great voice, as of a trumpet, Saying, I am Alpha and Omega, the first and the last: and, What thou seest, write in a book, and send it unto the seven churches which are in Asia; unto Ephesus, and unto Smyrna, and unto Pergamos, and unto Thyatira, and unto Sardis, and unto Philadelphia, and unto Laodicea. And I turned to see the voice that spake with me. And being turned, I saw seven golden candlesticks; And in the midst of the seven candlesticks one like unto the Son of man, clothed with a garment down to the foot, and girt about the paps
with a golden girdle. His head and his hairs were white like wool, as
white as snow; and his eyes were as a flame of fire; And his feet like
unto fine brass, as if they burned in a furnace; and his voice as the
sound of many waters. And he had in his right hand seven stars: and out
of his mouth went a sharp twoedged sword: and his countenance was as the sun shineth in his strength. And when I saw him, I fell at his feet as dead. And he laid his right hand upon me, saying unto me, Fear not; I am the first and the last: I am he that liveth, and was dead; and, behold, I am alive for evermore, Amen; and have the keys of hell and of death.”
The First and the Last (The Alpha and Omega) is described as being dead, but now alive... again, who died for us? This is not the Father, as the Father never died for us, it was the Lord Jesus Christ, He died for our sins, was buried, but on the third day rose again.
The Angel spoke to the seven churches as commanded by the Alpha and Omega, and in four of the seven churches (seen as BOLD above) the Angel explains to the Churches that it was the Lord Jesus Christ who had given the command to speak to the churches.
“And unto the angel of the church in Smyrna write; These things saith the first and the last, which was dead, and is alive;”
The First and the Last (Alpha and Omega) was DEAD, and is ALIVE.
“And unto the angel of the church in Thyatira write; These things saith the Son of God, who hath his eyes like unto a flame of fire, and his feet are like fine brass;”
The Alpha and Omega is the SON OF GOD as explained by the angel.
unto the angel of the church in Sardis write; These things saith he
that hath the seven Spirits of God, and the seven stars; I know thy
works, that thou hast a name that thou livest,
and art dead. Be watchful, and strengthen the things which remain, that
are ready to die: for I have not found thy works perfect before God.
Remember therefore how thou hast received and heard, and hold fast, and
repent. If therefore thou shalt not watch, I will come on thee as a
thief, and thou shalt not know what hour I will come upon thee. Thou
hast a few names even in Sardis which have not defiled their garments;
and they shall walk with me in white: for they are worthy. He that overcometh,
the same shall be clothed in white raiment; and I will not blot out his
name out of the book of life, but I will confess his name before my
Father, and before his angels.”
The Alpha and Omega confesses His people to HIS FATHER... As the Father has not a Father of His own, this is clearly showing the Lord Jesus Christ who again is speaking.
“And unto the angel of the church of the Laodiceans write; These things saith the Amen, the faithful and true witness, the beginning of the creation of God;”
The Angel here explains that the Alpha and Omega was in the beginning of creation, and the person who created ALL things, was the Lord Jesus Christ (John 1:1-3, John 1:10-11, Col 1:16, Heb 1:8-10).
The Alpha and Omega is the Creator :
“But unto the Son he saith, Thy throne, O God, is for ever and ever: a sceptre of righteousness is the sceptre
of thy kingdom. Thou hast loved righteousness, and hated iniquity;
therefore God, even thy God, hath anointed thee with the oil of gladness
above thy fellows. And, Thou, Lord, in the beginning hast laid the foundation of the earth; and the heavens are the works of thine hands:”
The Father here calls His Son, GOD. The Father explains that His Son has a Throne. The Father explains that the Lord Jesus is the one who LAID THE FOUNDATION OF THE EARTH and created the HEAVENS by His hands. Now as we go to Isaiah again, it is the Alpha and Omega who explains that He created the Earth and Heaven
“Hearken unto me, O Jacob and Israel, my called; I am he; I am the first, I also am the last. Mine hand also hath laid the foundation of the earth, and my right hand hath spanned the heavens: when I call unto them, they stand up together.”
This shows that the Alpha and Omega is also the Lord Jesus Christ, with biblical evidence.
For more verses on this subject, please watch the video in the OP.