Hi again,
This occurs under Web Protection -> Web Filtering -> URL Filtering with the Always Allow or Always Block regex expression lists.
If you create a new regex object then save it but do not apply the changes to the URL Filter and navigate away from the page, the new object remains but is not visible from the GUI. From what I can tell, there is no way to edit it. Then if you attempt to add another regex object with the same name, the error "The web filtering URL regular expression object with the name '****' already exists." appears.