If you want to know how to pronounce cèilidh, you’ll probably need to ask someone in Scotland. It’s KAY-lee. I suspect that anglophone pronunciation is approximate, because most of us don’t know how to make the sounds of Scottish Gaelic.
I was ever so happy to be able to go to a cèilidh while I was in Scotland. It was at the West Barns Village Hall in East Lothian. The jig in the video is “The Flying Scotsman.” I believe that’s a 19th Century jig, meant to evoke the movements of the famous train with that name.
The dancing isn’t exactly perfect. But this is how children learn these things. As for men, I imagine more men would participate if their prospects in courtship still depended upon it.