Hello @Oliver Adams ,
Thanks for the question and using MS Q&A platform.

I am a little confused on the end goal, but I do have some corrections for your REGEX.

Neither your match nor extract worked for me. There is typo expression.

compare  
"...AUD:"  
"USDAUD":"1.4  
Quote is after colon :  
Should be regexMatch(toString(byPath('quotes')),'"...AUD":')  
After getting the match to work, I played around with the extract. I found it is 0-based index, not 1-based index. At least when there are no capture groups?
regexExtract(toString(byPath('quotes')),'"...AUD":',0)  
returns   
"USDAUD":  
"NOKAUD":  
Since you want the numbers after that, we need to do something different.
regexExtract(toString(byPath('quotes')),'"(...AUD)":(\\d+\\.\\d+)',2)  
Here we have "capture groups" demarkated by (parenthesis). Now the index seems to be 1-based, not 0-based. The number references the capture groups. The second capture group (\\d+\\.\\d+) means "at least one digit, followed by decimal point, followed by at least one digit."
The discrepancy with whether the index is 0 based or 1 based seems strange to me. I'll ask whether this is bug or not.
There may be another way to go about your end goal, using rule-based mapping to merge all the column pairs. However I hope I have addressed your immediate issue.
Please do let me if you have any queries.
Thanks  

Martin
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@Oliver Adams    I did some more testing, and think I know what is going on.    
regexExtract('foo bar baz', 'b..', 0)  -> bar  
regexExtract('foo bar baz', 'b..', 1)  -> null  
regexExtract('foo bar baz', '(b..)', 0)  -> bar  
regexExtract('foo bar baz', '(b..)', 1)  -> bar  
regexExtract('foo bar baz', '(b..) (b..)', 0)  -> bar baz  
regexExtract('foo bar baz', '(b..) (b..)', 1)  -> bar  
regexExtract('foo bar baz', '(b..) (b..)', 2)  -> baz  
In the first pair, we have no capture groups.    

In the second pair, we have a single capture group.    

In the last trio, we have 2 capture groups.    
Notice how index 0 always returns results, and in the last one, returns ALL matches.    

Also index 1 only works when there is at least one capture group.    

This tells me index 0 is a raw collections of match(es).  Positive numbers refer to capture groups.    
Since the original expression did not have a capture group but DID have a match, we only get results at index 0.    
I have sent an inquiry to the product group on this.