So Facebook, Twitter, Google Calendar and Instagram do not allow iframes. That has nothing to do with Obsidian.
I have a guess on why RSS Feed Widget isn’t working. It might be because the src url is http instead of https. When I change that, I don’t get the error message, but the widget doesn’t render. This may be a restriction set by Obsidian, and you are welcome to create a #feature-requests, but I’m not sure the devs will change this.