Hello, no it's not a bug, \b by default only checks for ascii, you must use the /u modifier, recently supported by mIRC. It tells the engine to use Unicode to identify characters.
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Thanks for your post. I checked your regular expressions at regex101.com and it returned the same results as mIRC. As Wims mentioned, you will need to use the /u modifier in the latest mIRC beta to handle Unicode characters or you can use (*UCP)(*UTF8) at the start of the pattern (see PCRE for more information).