Hi Michael,
if you want to use a regex in the query you have to surround it in forward slashes (like common in many programming languages). Also since I assume you want to add the period for matching anything.
url:/CANCELLED.*/
Also in your specific case, you are not actually needing a regex and thus you can just use a plain wildcard search - which is WAY faster - as follows:
url:CANCELLED*
The mistake in the earlier comments was, that you are NOT ALLOWED to make a space after the colon, otherwise the search will search for something different.
Also matching will still depend on how your field has been indexed. So if that above doesn't reveal the correct results, could you please check the mapping for that field (GET /your-index-pattern*/_mapping in the Console under Dev Tools in Kibana). Most likely if it doesn't work your field is of type text and not of type keyword as you would require in this case.
Cheers,
Tim