Video Embed with Captions in Turkish

Okay the thing is that the oembed endpoint seems not to support any other than the default parameters.

So it seems that all you can do is parse the response and add in your parameters to the iframe src. This should do it (untested)

function wpse_218836_add_youtube_parameter( $return, $data, $url ){
    if ( $data->provider_name === 'YouTube'){
        $additional_parameters="&cc_load_policy=1&hl=tr";
        return preg_replace('/src="https://wordpress.stackexchange.com/questions/218836/(.*?)"/i', 'src="$1' . $additional_parameters . '"', $return);
    }else{
        return $return;
    }
}

add_filter('oembed_dataparse', 'wpse_218836_add_youtube_parameter', 10, 3);