As a beginner in regexes, I can only warn you that this is a slippery slope. Simple constructs are easy to match, but regexes and HTML do not mix well. I know that it's been done, but you need to be something of an expert to know when it's a good idea and when it's not. As a self-proclaimed beginner, I suggest you pick up a copy of Friedl's "Mastering Regular Expressions" and read at least the first few chapters before you begin using them. (That's what I did.)
Account for // instead of http or https
Remove the "https?:" from the existing regex:
src=""//[-a-z0-9+&@#/%?=~_|!:,.;\(\)]+""
Account for closing tag
Add the closing tag after the end of your input:
\s?/?></iframe>$
Account for //www.youtube.com or //player.vimeo.com being required in the beginning of the src tag.
Add the desired domains in a selection list:
src=""//(www.youtube.com|player.vimeo.com)/[-a-z0-9+&@#/%?=~_|!:,.;\(\)]+""