You can update the validation message from the System texts under the project module.
And you can create a custom validation by adding an On change event on the text field to call a Microflow or Nanoflow, and add the regex on a decision and the message can be added into a validation feedback action activity.
Not possible since it is standard behavior of this data-type. A bit cumbersome, but you can create another entity-attribute of type string and pass the value into that one, do your check and if ok, pass it on. But that is too much trouble for little gain.