As far as I know there is no option to provide a case insensitive option for regexp query or filter.
Is there a good reason for that?
This means that in order to provide case insensitive regex searches you need to have a multi field, once with the original term and once lower cased.
This is quite an overhead when having a lot of documents or fields. If the lower case regex search is something that doesn't happen often, it can be better to "pay" the runtime CPU overhead rather than always sustain the indexing overhead of keeping multiple indexes of the field.