I totally think the people saying that KGB has video or photos or whatever from the late '80s of him sleeping with KGB agent/call girls or similar are plausible. But I have a really hard time imagining Trump being embarrassed by anything like that. He'd be like "Of course I slept with beautiful women! who wouldn't?"
I'd love to have some idea of what they could actually have that he'd be ashamed of, but he's so shameless it's hard for me to imagine. Which makes me more inclined to think that he just hasn't met a dictator that he's not jealous of more so than anything.