At the moment, this would probably need to be something like InvalidLinkBear, looking for regex within the 'strings' a file using AnnotationBear, and mostly tested on Python files.

When "language in language" works, the bear would be passed only the regex.

https://github.com/thatch/regexlint - Pygments specific

rstcheck/rstcheck#26 - Embedded in RST, but algorithm there should be the good basis for a basic bear.