I Found solution!

1 Check “clicking url select whole string”

2 file://c:something.txt-s:search_this — click it

3 launch macros (binded), that will get and parse selected text. It will open new file with given path and search and goto first match for -s parameter.

Only one additional step – launch script. Not a big deal.
Now it is all about macros possibilities, no core hacking.

But I still think it would be great if it will be possible to make regexp text clickable and bind it to macros. file: and http: works well and they are not special.