How do I correctly build a complex search query in Word VBA?

There are several major changes from the previous macro to the one below.

• The wildcard expressions from your post are listed in the string variable strPatterns, each separated from the next by a "pipe" character "|". (The ampersand and underscore at the ends of the first four lines of that statement are the string concatenation character and the line continuation character. The result is one long string. If copying and pasting the code into your macro editor inserts blank lines between the code lines in this group, you must remove them to prevent a syntax error.)
• The strPatterns string is then loaded into the arrPatterns array by the Split function, which breaks the string at each pipe character.
• Since you mentioned that the last two expressions need a different URL, these are put into the variables strLinkAddr1 and strLinkAddr2. You'll have to insert the proper URL for strLinkAddr2.
• A For...Next loop runs through all the entries in arrPatterns. (The array indexes start at 0, not at 1. The UBound function returns the index of the last entry.) The If...Else...End If structure chooses the correct URL from the current value of idx.
• The MatchWildcards member of the Find object must be set to True so the search expressions will work.
• As indicated in the "don't add a hyperlink" comment, the name of the style applied to the found range is checked, and the hyperlink is applied only if the style is not already "Hyperlink".
• The Replace function removes any space characters that exist in the hyperlink's address.

The following code has been tested against the simple example given in your post. You will need to test it on a live document (or a copy of one).

Option Explicit 

Sub MakeHyperlinks() 

     Dim rg As Range 

     Dim strLinkAddr 

     Dim strLinkAddr1 As String 

     Dim strLinkAddr2 As String 

     Dim strPatterns As String 

     Dim arrPatterns() As String 

     Dim idx As Integer 

     'list of all wildcard expressions 

     ' NOTE: for the first two pairs of patterns, the one with the "Add" or "Resumption" 

     '       must come before the one that does not have that part 

     strPatterns = "[AS]/[0-9]{1,}/[0-9]{1,}/Add.[0-9]{1,}|[AS]/[0-9]{1,}/[0-9]{1,}|" & _ 

                   "S/PV.[0-9]{1,} \(Resumption [0-9]{1,}\)|S/PV.[0-9]{1,}|" & _ 

                   "S/INF/[0-9]{1,}/[0-9]{1,}|S/PRST/[0-9]{1,}/[0-9]{1,}|" & _ 

                   "ST/PSCA/[0-9]{1,}/Add.[0-9]{1,}|[0-9]{1,} \([0-9]{4}\)|" & _ 

                   "[0-9]{1,} \([IVX]{1,}\)" 

     'load the expressions into an array 

     arrPatterns = Split(strPatterns, "|") 

     strLinkAddr1 = "https://dtf.custhelp.com/AgentWeb/api/contextmanager/v.32201260002/workspaceContext/workspace/processedPrint/Answer/" 

     strLinkAddr2 = "//someotherplace.com"  '*** insert correct URL here 

     'loop through the patterns in the array 

     For idx = 0 To UBound(arrPatterns) 

        'select second URL for the last two patterns 

        If idx < UBound(arrPatterns) - 1 Then 

            strLinkAddr = strLinkAddr1 

        Else 

            strLinkAddr = strLinkAddr2 

        End If 

        Set rg = ActiveDocument.Range 

        With rg.Find 

            .MatchWildcards = True 

            .Text = arrPatterns(idx)   ' choose the pattern for this pass 

            .Wrap = wdFindStop 

            While .Execute 

                'don't add a hyperlink to a range that is already a hyperlink 

                'for example, A/1234/1234/Add.1 would already have been linked 

                'when A/1234/1234 is found inside it, but it would have Hyperlink style 

                If Not rg.Style = "Hyperlink" Then 

                    rg.Hyperlinks.Add Anchor:=rg, Address:=strLinkAddr & Right(rg.Text, 5) 

                    'remove any spaces 

                    rg.Hyperlinks(1).Address = Replace(rg.Hyperlinks(1).Address, " ", "") 

                    rg.Collapse wdCollapseEnd 

                End If 

                DoEvents 

            Wend 

        End With 

     Next idx 

End Sub

Thank you for the compliment!

A document consists of a number of "storyranges", of which the body text is only one. To search the footnotes as well, a separate search is needed, with the range rg initialized to ActiveDocument.StoryRanges(wdFootnotesStory) instead of ActiveDocument.Range. (Technically, ActiveDocument.Range corresponds to ActiveDocument.StoryRanges(wdMainTextStory).) I've done that below, leaving out the comments for brevity.

Option Explicit 

Sub MakeHyperlinks() 

     Dim rg As Range 

     Dim strLinkAddr 

     Dim strLinkAddr1 As String 

     Dim strLinkAddr2 As String 

     Dim strPatterns As String 

     Dim arrPatterns() As String 

     Dim idx As Integer 

     'list of all wildcard expressions 

     ' NOTE: for the first two pairs of patterns, the one with the "Add" or "Resumption" 

     '       must come before the one that does not have that part 

     strPatterns = "[AS]/[0-9]{1,}/[0-9]{1,}/Add.[0-9]{1,}|[AS]/[0-9]{1,}/[0-9]{1,}|" & _ 

                   "S/PV.[0-9]{1,} \(Resumption [0-9]{1,}\)|S/PV.[0-9]{1,}|" & _ 

                   "S/INF/[0-9]{1,}/[0-9]{1,}|S/PRST/[0-9]{1,}/[0-9]{1,}|" & _ 

                   "ST/PSCA/[0-9]{1,}/Add.[0-9]{1,}|[0-9]{1,} \([0-9]{4}\)|" & _ 

                   "[0-9]{1,} \([IVX]{1,}\)" 

     'load the expressions into an array 

     arrPatterns = Split(strPatterns, "|") 

     strLinkAddr1 = "https://dtf.custhelp.com/AgentWeb/api/contextmanager/v.32201260002/workspaceContext/workspace/processedPrint/Answer/" 

     strLinkAddr2 = "//someotherplace.com"  '*** insert correct URL here 

     'loop through the patterns in the array 

     For idx = 0 To UBound(arrPatterns) 

        'select second URL for the last two patterns 

        If idx < UBound(arrPatterns) - 1 Then 

            strLinkAddr = strLinkAddr1 

        Else 

            strLinkAddr = strLinkAddr2 

        End If 

        Set rg = ActiveDocument.Range 

        With rg.Find 

            .MatchWildcards = True 

            .Text = arrPatterns(idx)   ' choose the pattern for this pass 

            .Wrap = wdFindStop 

            While .Execute 

                'don't add a hyperlink to a range that is already a hyperlink 

                'for example, A/1234/1234/Add.1 would already have been linked 

                'when A/1234/1234 is found inside it, but it would have Hyperlink style 

                If Not rg.Style = "Hyperlink" Then 

                    rg.Hyperlinks.Add Anchor:=rg, Address:=strLinkAddr & Right(rg.Text, 5) 

                    'remove any spaces 

                    rg.Hyperlinks(1).Address = Replace(rg.Hyperlinks(1).Address, " ", "") 

                    rg.Collapse wdCollapseEnd 

                End If 

                DoEvents 

            Wend 

        End With 

        Set rg = ActiveDocument.StoryRanges(wdFootnotesStory) 

        With rg.Find 

            .MatchWildcards = True 

            .Text = arrPatterns(idx) 

            .Wrap = wdFindStop 

            While .Execute 

                If Not rg.Style = "Hyperlink" Then 

                    rg.Hyperlinks.Add Anchor:=rg, Address:=strLinkAddr & Right(rg.Text, 5) 

                    rg.Hyperlinks(1).Address = Replace(rg.Hyperlinks(1).Address, " ", "") 

                    rg.Collapse wdCollapseEnd 

                End If 

                DoEvents 

            Wend 

        End With 

     Next idx 

End Sub