I'm really thankful you both Vladimir Yakovlev and Dameon Welch Abernathy for accurate answers and guidance.
Unfortunately I do inspect youtube int HTTPS inspection as you see my policy rule below. But I think the problem is again the certificate which both google search and youtube are using the same.
In my case Google Search is not in bypass rule but the Youtube is. So, somehow GW is messing up when the URL is youtube.com and the certificate is Google. But when I start the inspect both (which is totally stupidity to inspect google search or search engines category) everything works fine. I tried to prevent the problem and "redirection" to work properly by adding a custom rule that contains all youtube URLs just before the bypass cleanup rule but again no success, cause I think the HTTPS bypass inspection is working before the URL inspection.
This is a difficult situation:
cause according the my HTTPS inspection rule base;
1) Google Search or Search Engines category are both NOT in bypass rule which is 8th in my rule base.
2) Media Streams that includes Youtube IS INSPECTED by rule number 9
3) Rest is bypassed by CLEANUP RULE number 10