> I also don't know if it's possible to allow some domain to always be allowed to be iFramed by any other. For example I would like to always allow embeds from SoundCloud, YouTube and Vimeo on any site.
You can do this with uMatrix (and have added this functionality to my own browsers for the sites you used as an example) To do the same, add the following rules to your 'My Rules' tab:
For SoundCloud:
* sndcdn.com other allow
* sndcdn.com script allow
* sndcdn.com xhr allow
* soundcloud.com frame allow
* soundcloud.com image allow
* soundcloud.com other allow
* soundcloud.com script allow
* soundcloud.com xhr allow
For YouTube:
* youtube-nocookie.com frame allow
* youtube-nocookie.com script allow
* youtube-nocookie.com xhr allow
* youtube.com frame allow
* youtube.com image allow
* youtube.com other allow
* youtube.com plugin allow
* youtube.com script allow
* youtube.com xhr allow
* ytimg.com image allow
* ytimg.com plugin allow
* ytimg.com script allow
For Vimeo:
* vimeo.com frame allow
* vimeo.com other allow
* vimeo.com script allow
* vimeo.com xhr allow
* vimeocdn.com frame allow
* vimeocdn.com other allow
* vimeocdn.com plugin allow
* vimeocdn.com script allow
* vimeocdn.com xhr allow
You can also do a global wildcard that allows all types such as
* soundcloud.com * allow
but I prefer the more granular approach to allowing each element type.