Indeed it is correct. In the pronunciation the woman says "U macaco bebe leite". It is very common to say "u" instead of "o". In other words, it is normal to pronounce "u" when there is the letter "o" in some cases as this case specifically, when the "o" is our definite article. Really is not exactly an "U", but something too similar. However I can guarantee she does not say "um". I hope this help. Good studies!
She doesn't say "um", but he does seem to say "um" for me. Sometimes we get two voices in the mobile app (for me, it was a man in the lesson and a woman here in the thread). I'm Brazilian and I also had to listen to the slow pronunciation to discover it was an "o" and not an "um".
Well, it depends on how detailed and particular you want to get about it.
Yes, in modern taxonomy and the English language the Macaque is a type of Monkey so not all Monkeys are Macaques. But, it is possible that the Portuguese word came from Africa via the slaves who went to South America, or it may have come from the South American (now Brazil) native Tupi language (where "abacaxi" came from too):
Macaques are one genus of monkey which is widespread throughout the world, but they are "Old World" monkeys (Europe, Africa, Asia) and the "New World" monkeys are different in a very important respect in that they have prehensile tails.
Given that the Portuguese were everywhere (they spread the sweet orange which bears their name in many parts of the world), that may be one reason macaque is such a widespread word.
However, I would bet it's not because the Barbary Macaques are so close to the Portuguese but rather that the Brits who lay claim to the the English language cannot seem to stay out of Gibraltar, so probably picked up the word there to spread in that language.