10,000 regexen eh? Eric Wendelin's suggestion of a hierarchy seems to be a good idea. Have you thought of reducing the enormity of these regexen to something like a tree structure?
As a simple example: All regexen requiring a number could branch off of one regex checking for such, all regexen not requiring one down another branch. In this fashion you could reduce the number of actual comparisons down to a path along the tree instead of doing every single comparison in 10,000.
This would require decomposing the regexen provided into genres, each genre having a shared test which would rule them out if it fails. In this way you could theoretically reduce the number of actual comparisons dramatically.
If you had to do this at run time you could parse through your given regular expressions and "file" them into either predefined genres (easiest to do) or comparative genres generated at that moment (not as easy to do).
Your example of comparing "hello" to "[H|h]ello" and ".{0,20}ello" won't really be helped by this solution. A simple case where this could be useful would be: if you had 1000 tests that would only return true if "ello" exists somewhere in the string and your test string is "goodbye;" you would only have to do the one test on "ello" and know that the 1000 tests requiring it won't work, and because of this, you won't have to do them.