You may want to look at the variables of your research (e.g. humorous video, idiom retention, ELT context in the country) which can also include your research context and subjects. Theories on humor, multimodality (specialized on video as learning media), and retention will likely be relevant (you can add by your own). Further, you may want to narrow down those theories after reading the grant theories on those area.
Regarding the nature of your quest, the answer to your question might be available in the field of LCR (Learner Corpus Research) as you want to test students' retention rate of a specific language item. Nevertheless, different factors can affect your choice of the appropriate methodological approach (Corpus-based or Corpus-driven), including, but not limited to, the size of your sample, your willingness to compile learners' corpora yourself, gaps in students' levels, and the amount of time and effort that you are willing to invest. Regardless of the approach that you are going to choose, you should be clear on the Pre- and Post-Exposure data. You have different options here, as well. You can choose whether to collect learners' corpora naturally or/and to use clinical corpora.
If your title is 'the effect of using humorous video on the Saudi EFL Learners’ Idiom Retention', then you seem to be implying that 'Humour and video are likely to help Saudi learners' retention'.
If you believe this to be true, then you need to consider why it is true?
theories worth exploring might include those discussing
role of video in terms of potential for motivating learners/providing 'authentic' context for language use / fitting learners' cultural preferences
role of humour as a foundation for positive classroom atmosphere- affective factors in learning/affective factors that Saudi students respond well to
psycholinguistic studies of factors influencing retention of lexical items in long and short term memory
You need to first consider what are the key variables in your study under consideration, look up relevant past literatures on them to establish their relationships and then choose the theory that best speaks to this relationship. It is important to ensure the theory so selected can properly explain this relationship so that the outcome of your research can be correctly validated. Thanks