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To save the animated gif you need to add the save gif configuration in the conf.php
The script is actually an iframe of your forum and you can embed it anywhere.
<div><iframe src="your forum url" width="100%" height="1000px"></iframe></div>
That said, vanilla does not really support embedding it is made to be a stand alone forum. Embedding is for lazy or ignorant people who don't know how to code a page to look like where the rest of their website and are asking for problems that no one can solve. Embedding is for fools in my opinion. The embed script is nothing more than an iframe of the stand alone forum. If that does not work for you it could be many reasons having to do with bad java script or jquery you have running on the site you wish to embed in.
I do not recommend embedding at all. It robs you of many features that may not work as with the stand alone forum.
After trying Bulletin Board and SMF and Discus and others, I found Vanilla and stayed with it because of it's simplicity and user friendliness. Coming from a background with some CSS and HTML knowledge I was able to learn PHP and JS as I learned how to make themes and plugins for myself. I have not encountered anything else that does this. Everything else is very limited as far as extensibility.
I would not waste my time with something else again. To me Vanilla is the Best Forum Software there is.
In the YAGA app. Maybe the author made a mistake somewhere causing a fatal error.
Syntax means in the code , like a missing comma or something else. It's hard to say unless you can read the error logs in your server for the specific error.
Not angry, just want to avoid confusion. The OP does not explain well what is going on.