Paul,
What it seeks this expression: <[Hh] [1-6]>(.+?)</ [Hh] [1-6]>, is:
<one h (or H) followed by a number (1 to 6)>anything</ another h followed by another number>
Here:
<h followed by one number> anything </ br or </i
br or i is not one h followed by a number.
I recommend that if you want to use regex, visit this website:
http://www.regular-expressions.info/tutorial.html