I am using Joomla 3,4.3 with the latest update of JCE. I also have RSFirewall installed and am on a Windows server.
I have set permissions to No Filter, and added an exception for the youtube URL in RSFirewall and disable the filter for POST or GET data in JS Protections settings from the Active Scanner as suggested by RSFirewall. (Maybe my settings are not correct for the exception, though).
When I add the Youtube video via JCE insert media icon, when I save it, it strips out the video. If I save it in the editing mode, it remains. But in either case, it doesn't show up on the front end. If I look at the source, the code is there.
I don't know what is interfering--RSFirewall or perhaps the IIS server. If it is the server, what should I tell the host to change? If it RSFirewall, are my settings wrong, perhaps?
I used
Exception type URL
Use regular expressions
Match- (the youtube url that i used )
everything else set to YES

I would appreciate any help.

SOLUTION
After reading forums on RSFirewall the Exceptions should be set as follow:
Exception Type: component
Use RegEx: no
Match: com_content
Skip PHP protections: yes
Skip SQL protections: yes
Skip JS protections: NO
Skip Upload protections: yes
Reason: Allow <iframe> in content
Published: Yes