It seems to work for me. I created a custom field named Test, set it to Calculated data, and used the expressions:
regex([Filename],/#W:\\([^\\]+)\\Season (\d+)\\(.+)#/,1)
regex([Filename],/#W:\\([^\\]+)\\Season (\d+)\\(.+)#/,2)
regex([Filename],/#W:\\([^\\]+)\\Season (\d+)\\(.+)#/,3)
Both 1, 2, and 3 resulted in MC displaying the expected values in the Test field.
Are you doing something different? Or am I still not understanding the question?

Have you confirmed that [Filename] is still what you're expecting it to be? Maybe the IP got replaced by a server name or something?