Panic over!
Author - Title.txt works
Author - Series - Title.txt works
Author - Series - Series_Index - Title.txt works
Author - Series_Index - Title.txt also works but I don't know the effect of an index without an associated series on Calibre
Author - Series Series_Index - Title.txt DOES NOT WORK (no hyphen between Series and Series_Index). This puts the series and the series_index in with the title.
So this regex does ALL the Shadewing asked for
Phewww!