Originally Posted by Doitsu
AFAIK, Sigil uses a PCRE engine that doesn't support \u; you'll have to use \x{xxxx} instead: [\x{0370}-\x{03FF}]
However, to be on the safe side, you may want to include the precomposed characters from the "Greek Extended" block (U+1F00 to U+1FFF):
[\x{0370}-\x{03FF}\x{1F00}-\x{1FFF}]
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