Bingo!
I can't believe I made such a rookie mistake.
The RegEx and macro now work perfectly.
I have made some minor updates to the RegEx:
RegEx101.com Extract Sentence from Paragraph
([A-Z].+?(?=(?:[\.?!]\h+[A-Z])|[\.?!]$)[\.?!])
Thanks again @mrpasini.
Here's my finished Macro for Pages based on this:
MACRO: Pages -- Select Sentence [Example]