BUG: url regex in `style_render` does not pass colon and other valid
URLs containing some valid characters such as colon in port numbers get
cut off when html-formatting. As a workaround, expanded the regex to
match a wider variety of URLs.

- [x] closes #46389 
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added an entry in the latest `doc/source/whatsnew/v1.4.2.rst` file if fixing a bug or adding a new feature.

Thanks @kianelbo  @meeseeksdev backport 1.4.x Something went wrong ... Please have a look at my logs.