Warning from Rasa Utils, Error from RegexEntity Extractor and Rule Policy

OS: Ubunutu 20.04 Python: 3.6.10 rasa: 1.10.15 rasa-sdk: 1.10.2 rasa.x: 0.32.2

I just changed my pipeline to use Spacy NLP, but I keep getting this warning and I am unable to figure, to which pipeline should I add epochs.

My config.yml is as below:-

language: en
pipeline:
  - name: SpacyNLP
model: "en_core_web_md"
case_sensitive: False
  - name: SpacyTokenizer
intent_tokenization_flag: False
intent_split_symbol: "_"
token_pattern: None
  - name: "SpacyEntityExtractor"
  - name: CRFEntityExtractor 
  # - name: RegexEntityExtractor
  #     # text will be processed with case insensitive as default
  #   case_sensitive: False
  #     # use lookup tables to extract entities
  #   use_lookup_tables: True
  #     # use regexes to extract entities
  #   use_regexes: True
  - name: EntitySynonymMapper
  - name: LexicalSyntacticFeaturizer
  - name: CountVectorsFeaturizer
analyzer: "char_wb"
min_ngram: 1
max_ngram: 8
  - name: SpacyFeaturizer
pooling: "mean"

  - name: "RegexFeaturizer"
  # Text will be processed with case sensitive as default
case_sensitive: True
  - name: DIETClassifier
number_of_transformer_layers: 0
# weight_sparsity: 0.0
epochs: 33
  - name: ResponseSelector

policies:
  - name: AugmentedMemoizationPolicy
max_history: 5
  - name: TEDPolicy
number_of_transformer_layers: 2
max_history: 5
epochs: 130
  - name: "FallbackPolicy"
nlu_threshold: 0.25
core_threshold: 0.25
fallback_action_name: "action_default_fallback"

And whenever I try to add RegexEntityExtractor it gives the below error, can anybody tell me what am I doing wrong and how to correct them? Thank you!!

Edit1:

Since Fallbackpolicy was not working - I replaced it by RulePolicy (It started showing action_default message even when the confidence was a bit less than 0.5), The replaced code is as below:-

  - name: RulePolicy
    core_fallback_threshold: 0.25
    core_fallback_action_name: action_default_fallback
    enable_fallback_prediction: true
    restrict_rules: true
    check_for_contradictions: true

But I get error while training:-