So right click on the .gif you want to post and hit "open image in new tab", then copy that URL, in this instance "https://media.giphy.com/media/WuddXZYu9bXJS/giphy.gif" notice, that the URL is different from what you used "https://giphy.com/gifs/weird-explosion-gross-WuddXZYu9bXJS".
Then insert an image as normal