There are a couple of possibilities
- You exported the photo from LR or PS using some color space other than sRGB
- Your monitor needs to be calibrated
Lightroom, Photoshop and the Windows photo viewer are all color managed. They use the monitor profile to display images, and will display correct colors as long as the monitor profile is sound and correct.
Most other applications (probably including the video editor you are using) are not color managed (they do not use the monitor profile), and will most likely not display correct colors.
You seem to be on Windows 10, which is known to sometimes install defective monitor profiles when doing updates.
This might have happened to you, so you should ideally calibrate your monitor with a hardware calibrator, which will create a new profile that accurately describes your monitor. If you have been working with a defective profile, calibrating may make your images display differently in Lightroom and Photoshop, so that you will have to re-edit them. After re-editing, there may be a smaller difference between Lightroom and the video editor.
If you don't have a calibrator, you can try setting the monitor profile to sRGB. This is not as accurate as calibrating, but can work as a temporary fix.
Go to Control Panel > Color management.
Add the sRGB profile, and set it as default. Make sure that Use my settings for this device is checked.
Lightroom and Photoshop will need to be restarted to pick up the new profile.