I took a quick look into Ralf Brown's Interrupt List and the material is far too vast to be easily understood.

Yes, it is not for the faint of heart.

Please consider providing a SSCCE with sample input if you need further help.

The answers so far are already very satisfying.

the Xs in your hex character class look wrong, I suppose they are only allowed at the beginning like xFF

No, some MEM and @ (CALL) references do use literal Xes instead of hexits. Such as if there's references to "MEM xxxxh:xxx0h - Multiprocessor Specification - FLOATING POINTER STRUCTURE" or "CALL xxxxh:xxxxh - Alternate Multiplex Interrupt Specification TSRs"

you should consider a match all clause like (?<unknown>.*) at the end of your branches, to catch errors or missing implementations (e.g a weird number where you expected a hex)

I don't understand this. I don't want to match anything if there's no hyperlink reference in a given line. (Actually in one case I do want to know nothing was matched but it's not a problem, I just do last MATCHLINK before and if the code afterwards is run after having entered a single "link" item, I know nothing was matched.)

Thanks!