Hi @MichaelDz,
that is actually not supported. There's an outstanding feature request here: https://github.com/elastic/kibana/issues/13943
You can do regexes in the query-bar using the Lucene query syntax, but not like that using the pills in the filter bar. For some overview, see https://www.elastic.co/guide/en/kibana/current/search.html
you could type something int he query-bar like: 'url:cancelled*'