For a regex that matches five digits followed by either a space or a comma, try:
\d{5}(?=[ ,])
or if you really want any whitespace character:
\d{5}(?=[\s,])
Note the space in the lookahead. \s, which you used, will match any whitespace character, but those include more than just the space.
In your regex, you use
(?=([\s]*)|[,])
So first you lookahead for a whitespace character that occurs zero or more times -- since the character may frequently occur zero times, you may not be matching what you expect.
With regard to your code:
oRegEx.IgnoreCase = True
is irrelevant, but you need to add
oRegEx.Global = True
in order to collect all the matches.