I hope I haven't overlooked an obvious solution this time as well, and this is only a little inconvenient, but ...
About search: The Replace button is really "Replace/Find Next". This is handy at times, but not when you'd like to verify the result of your fancy regex replace a few times, or maybe even for all hits. If there's not a super-secret-squirrel method* to see it without advancing to the next hit, might I suggest that you add another button/function "Replace/Find", and make them both actually do what they say? Indesign does something like this (see attachment), and it works well
Alternatively drop the "Find" functionality of the Replace button, after all it's easy to set up shortcut keys to hit alternatingly.
Edit: after thinking a bit more about this I realise that Sigil's currenct functionality is not uncommon in editing software. To me it's still a bit counterintuitive, and it hinders checking of complex replacing.
* courtesy of DiapDealer