You can save stuff on regex101 and share the URL, so people can see directly what you were working on. That saves everyone time, effort, and increases accuracy.
You can find the above page in the Keyboard Maestro Editor's Help menu along with the ICU Date Format Reference.
Generally if it works with PCRE, it'll work with KM – but there are some differences.
Unfortunately I can't list them out off the top of my head.
Lead status\s*(\w.+)\v(\w[^,]+),\h([a-z ]+)\h+(\d{5})
Lead status == Literal text
\s* == any kind of space 0 or more
(\w.+) == capture 1 word-character then any character 1 or more.
\v == vertical whitespace
(\w[^,]+) == capture 1 word character then 1 or more of any character NOT “,”
, == Literal text
\h == horizontal whitespace
([a-z ]+) == capture class a thru z and space - 1 or more
\h+ == horizontal whitespace 1 or more
(\d{5}) == capture digits - exactly 5
I should have enforced 1 or more on that first \s, but 0 or more does work.
I say this, because when reading the regular expression it is more clear what it expects for input.