require 'uri'
#...
schemes_regex = /^(?:#{ URI.scheme_list.keys.join('|') })/i
#...

schemes_regex = Regexp.union(URI.scheme_list.keys)

require 'uri'

Regexp.new(Regexp.union(URI.scheme_list.keys).source, Regexp::IGNORECASE)
# => /FTP|HTTP|HTTPS|LDAP|LDAPS|MAILTO/i

schemes_regex = Regexp.union(
  *URI.scheme_list.keys
  .map{|s| Regexp.new(s, Regexp::IGNORECASE)}
)

Regexp.union(*URI.scheme_list.keys.map {|s| /A#{s}/i })