The Mutiny at Opis is an historical event, as described by Arrian of Nicomedia in his Anabasis. The speech given by Alexander in the video you have linked is largely the same as is recorded by Arrian, though, the video, to its credit, does point out that the content of the actual speech is unknown and instead Arrian's description should be viewed as capturing the essence of the moment rather than a precise recounting. The historian Plutarch also records the Mutiny at Opis, though in much less detail. He does not record any speech as having occurred. The video you have linked is probably one of the better ones you'll find, in that it is essentially a dramatic reading of what is generally considered the most reliable account of Alexander's campaigns. The few additional facts given are pretty much all accepted by historians.

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It should be noted that Arrian and Plutarch were writing in the 2nd Century CE, some 400 years after the fact. Their histories are drawn from earlier works and contemporary accounts, as are the other major sources such as Diodorus Siculus, who was writing in the 1st Century BCE.

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There are a number of historical accounts written by people who actually took part in Alexander's exploits. One comes from Callisthenes, Alexander's official campaign historian (he wanted his achievements recorded for posterity), who covers from the beginning of the invasion but not to the end, owing to his own eventual imprisonment and death. There is Aristobulus of Cassandreia, who was an architect and military engineer in Alexander's army. He was also a close friend of Alexander himself. Nearchus provides another account. He was the admiral of Alexander's fleet. Cleitarchus, likely writing in the years after Alexander's death, is known for his evocative, exaggerated style but is criticised by other ancient writers for having little regard for the truth. Finally, there are the accounts of Ptolemy I Soter, one of Alexander's close companions who went on to rule Egypt after his death. So as you can see there is no shortage of primary sources that were actually present, and in some cases in a prime position to actually see what was going on, during Alexander's expeditions. The problem is, though, that none of these sources have survived intact. They are all lost. What little we know of them comes from citation of their works by other, later authors and this second-hand sourcing naturally raises the question of whether the later authors are accurately recounting what they wrote. Of all the later writers, Arrian is unusual in that he often describes multiple accounts of the same event, cites by name the writers from who the stories came and provides his (not always perfect) reasoning as to which he finds more reliable.

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The question of how do we know these events aren't just fictitious stories repeated over and over again goes to the very nature of history as a discipline. We can only study history with the sources (be it archeological, historiographical etc) we have. It is for this reason that it is important that all sources must be critically analysed. It is through this process of critical analysis, by generations of historians, of all the sources we have for the life of Alexander that we are able to build a 'biography' that is largely accepted, though there are several events that remain the subject of scholarly debate.

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Greek or non-Greek sources? In truth, very little of Alexander's exploits can be constructed from non-Greek sources. Having said that, Alexander does appear in a number of non-Greek sources, but these are largely derived from the so-called Alexander Romances, which were a collection of the more fanciful legends associated with Alexander's life. However, just because our knowledge of his life is drawn mostly from Greek sources does not automatically mean that they are much less reliable. Several of them are critical of Alexander. As I stated above, we can only use what sources we have and it is through critical analysis that we determine whether or not they are reliable, Greek or not.

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