[Sabardeyn]

Correct. A normal search will interpret: Castle\s0\d+ as a string of characters that should be found exactly as shown. It will never look for a whitespace, zero then one or more numbers, etc. It will only look for the word Castle followed immediately by the characters \s, etc.

As to finding titles in uppercase... it's not something I've ever tried via regex. [A-Z]+ comes to mind, but I don't think it's that easy. Wrangling regex expressions to do exactly what you want - and nothing more - can be very tough. (Be very careful with the greedy operators +, ., and +.)