[FEA] Add support for escaped unicode hex in regular expressions

[andygrove]

Is your feature request related to a problem? Please describe.
We currently fall back to CPU for regular expressions that include escaped hex digits in the format such as \\u0061 and fail with the error invalid or unsupported escape character 'u' near index 0. It would be better to fail consistently with current hex support (\\x0061 would fail with cuDF does not support hex digits consistently with Spark). It would be even better if we can support this on GPU once #4486 is resolved.

Describe the solution you'd like
See above.

Describe alternatives you've considered
None

Additional context
None