How can I create a custom html tag in the CKeditor wysiwyg editor?
What you need is a custom filter. Filters are the check boxes you can set on input formats like 'Filtered HTML' and 'Full HTML'.

There is an example available in the examples module: https://www.drupal.org/project/examples

Basically, you need this:

1) You need to implement hook_filter_info() to let Drupal know there is a new filter
2) You need to a function to process the input. This is where you can use your regex.

I highly suggest looking at the examples module or any other modules that use filters.