Tina- The only gemstones you can directly heat are un treated
diamonds and synthetic corundum. Most anything else will just get
destroyed. That’s why you couldn’t find any videos on that.
In the old days we used to solder near rubies and sapphires, but now
so many are treated and fracture filled it’s too risky.
Generally it’s best to set the stones last. On occasion I’ve pre set
diamonds in crown or bezels and then soldered them into place when
they needed to be in a place I couldn’t easily get to set them.
Your best bet is a laser or tig welder.
Have fun and make lots of jewelry.