Needed three slashes as the second was cancelling out the end square bracket.
But IT WORKED!
Here's the full command that worked:
| rex field=Caller_Process_Name "(?<process_name_short>[^\\\]+$)"
This pulls out the program name part of the path and places it in a new field called process_name_short which I was able to run a stats command on to count up the different programs throwing audit fails.
Thanks everyone!
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