Add warning for an empty group in the message string

[olwenya]

Closes #10478.

[olwenya]

@Zac-HD please review my PR

[Zac-HD]

👋 hey @olwenya, it was lovely to meet you at the mentored sprint!

There are a few things we'll need to do before we merge, listed in https://docs.pytest.org/en/stable/contributing.html#preparing-pull-requests - the next steps are probably

• write a test which ensures that we get the warning we expect, when we expect it
• write a changelog entry
• consider factoring this out into a validate_regex_pattern() helper, so that we can also use it in e.g. pytest.raises() and pytest.warns().