Both Python and R can be used in Excel via several addons.

Python:

http://www.python-excel.org/

https://www.xlwings.org/

https://datanitro.com/

R:

http://rcom.univie.ac.at/download.html

https://bert-toolkit.com/

However, officially MS have chosen to move ahead with Javascript for add-ins and VBA-like automation:

https://dev.office.com/docs/add-ins/develop/understanding-th...

http://rockthecode.io/blog/javascript-and-excel/

As for SQL, you can use Data Connections from the GUI or ADO with JET/ACE in VBA to query Excel sheets, CSVs, etc as you please.

Regex can be used with the VBScript.Regexp object, but it's a slightly funky (perl-like) syntax and not a great implementation.