REGR: replace with multivalued regex raising
- [x] closes #39338
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

Issue comes from the first pair in the `regex` arg hitting the simple replace path, which causes the `ObjectBlock` to be split. From here, the mask indexing will be wrong, but that will not cause an error unless a later  pair hits `_replace_regex`, which actually uses the mask.