If $A=\emptyset$, then $A\subset P(A)$ is true, because $\emptyset\subseteq\{\emptyset\}$ is true. The latter is true because $\emptyset\subseteq B$ is true for any set $B$.
Your statement, however, is confusing:
It does look like A has an element ∅ that is in p(A), but it doesn't seem to be a subset p(∅).
The first part is not true. $A$ does not have an element. $\emptyset$ is not an element of $A$, because $A$ is the empty set, so $A$ has no elements. And precisely because $A$ has no element, every statement about "every element of $A$" must be true. In particular, the statement "every element of $A$ is an element of $P(A)$" is also true, and since that statement is the definition of $A\subseteq P(A)$, we see that $A\subseteq P(A)$ is also true.
Also, if $A=\{\emptyset\}$, then $P(A) = \{\emptyset, \{\emptyset\}\}$. In this case, again, $A\subseteq P(A)$, because every element of $A$ (there is only one, the empty set) is also an element of $P(A)$.
Even more generally, taking $A=P(P(\cdots P(\emptyset)\cdots))$, no matter how many powersets we take, we will always have $A\subseteq P(A)$.
EDIT:
I don't understand the video capture that you posted, but I will comment on this part:
Is p({∅}) also an exception? A = {{∅}}, so p(A) = {∅,{∅}}. Both sets contain ∅ as an element, so A here is a subset of p(A). Is this correct?
NO. You are not correct. If $A=\{\{\emptyset\}\}$, then $P(A)\neq \{\emptyset,\{\emptyset\}\}$. Remember, $P(A)$ is the set of all subsets of $A$. $\{\emptyset\}$ is not a subset of $A$, because it contains an element, $\emptyset$, which is not an element of $A$.
The correct answer with $A=\{\{\emptyset\}\}$ is this:
For $A=\{\{\emptyset\}\}$, the statement $A\subseteq P(A)$ does not hold, however. This is because, for $A=\{\{\emptyset\}\}$, $P(A)=\{\emptyset,\{\{\emptyset\}\}\}$. Now, there exists an element of $A$, in particular, $\{\emptyset\}$, which is not an element of $P(A)$.