REGR: Don't ignore compiled patterns in replace
- [x] closes #35680
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Currently failing mypy and not quite sure of the fix. https://github.com/pandas-dev/pandas/pull/35697/commits/5006980843a382cd27291e75a8173ec70c00fda6 did not work.

```
mypy --version
mypy 0.730
Performing static analysis using mypy
pandas/core/internals/managers.py:1952: error: Module has no attribute "Pattern"  [attr-defined]
Found 1 error in 1 file (checked 1030 source files)
Performing static analysis using mypy DONE
##[error]Process completed with exit code 1.
``` > @dsaxton looked into that CI error you're getting.
> 
> xref [python/typing#23](https://github.com/python/typing/issues/23)
> 
> On my machine adding
> 
> ```
> from typing import Pattern
> ```
> 
> at the top of `pandas/core/internals/managers.py` and then using plain `Pattern` in the line you modify fixed the `mypy` complaint.
> 
> Hope this helps!

Awesome thanks @arw2019  > Currently failing mypy and not quite sure of the fix. [5006980](https://github.com/pandas-dev/pandas/commit/5006980843a382cd27291e75a8173ec70c00fda6) did not work.
> 
> ```
> mypy --version
> mypy 0.730
> Performing static analysis using mypy
> pandas/core/internals/managers.py:1952: error: Module has no attribute "Pattern"  [attr-defined]
> Found 1 error in 1 file (checked 1030 source files)
> Performing static analysis using mypy DONE
> ##[error]Process completed with exit code 1.
> ```

I think this is a mypy issue that is fixed in later mypy, but can't see a relevant issue on mypy issue tracker (probably a later typeshed) not a regression, but I guess `regex=True` shouldn't be necessary when compiled regex is passed and if `regex=False` is explicitly passed should error.
 Thanks @dsaxton merging and backporting this as addresses reported regression. followups can be left for 1.2. @meeseeksdev backport 1.1.x

