As the others have mentioned, check that TERM is correctly set (it should be something like eat-truecolor), but also make sure that the terminfo file is there. If you're on Mac or, I assume, any flavor of BSD, the version that comes with eat won't work out of the box because Linux and Darwin/BSD compile these files differently.
Just run M-x eat-compile-terminfo and that should get you the proper files for your system. Restart eat and it should work.
Elisp regular expressions are case insensitive by default, so they should match uppercase letters too.
To just add a dash, you could simply put that into the second group. So [a-z0-9-], you don’t have to escape it because it can’t be a range operator if it’s at the end of the group. The same goes for any other character you want to match.
You could also use [\\w. _-] (notice the literal space between the dot and the underscore). The \w is a shorthand for A-Za-z0-9. This should match all valid filenames as long as they don’t contain letters with diacritics.
It definitely does. While I like some color (monochrome themes aren’t my bag), a lot of themes are too much for me and distract me more than they help me. I’m definitely on the “less is more” end of the spectrum.