We could simply link to any regex online testing tool in the inline help. Alternatively there could be like a test icon behind each extraction linking to such a tool. Maybe there are even some tools that allow to already pass a regex via URL parameter.

We could also offer a testing tool ourselves but would be much work. We could like offer a text field to enter a URL or an Action Name followed by a button "Test". The result would show the extracted value and which of the defined extracted rule was actually applied / matched (if multiple ones were defined). If none was matched we would show a default message like "Could not extract a value for this pattern".

Online regex testing tools would have the advantage that they actually show the exact $matches of the preg_match including color highlighting etc but they are more difficult to use.

Why is this useful? If the regex does not track the expected data it is basically impossible to remove already tracked values from the database.