If you need to do a complex regexp replacement including \r\n, you can workaround the limitation by a three-step approach:
\r\n
by a tag, let's say #GO#
? Check 'Extended', replace \r\n
by #GO#
ICON="*"
from an html bookmarks ? Check regexp, replace ICON=.[^"]+.> by >
#GO#
by \r\n