You should set the callback in the same script you manage the Appodeal code (in your case, the global script).
To use callbacks, you must register them first, here's a sample code:
func _ready():
appodeal.registerCallback("onRewardedVideoLoaded", "_on_rewarded_video_loaded")
appodeal.registerCallback("onRewardedVideoFinished", "_on_rewarded_video_finished")
appodeal.registerCallback("onRewardedVideoFailedToLoad", "_on_rewarded_video_failed_to_load")
func _on_rewarded_video_loaded():
print("Rewarded video loaded")
func _on_rewarded_video_finished():
print("Rewarded video finished")
func _on_rewarded_video_failed_to_load():
print("Rewarded video failed to load")
You can find the full documentation here.