$re = '/(?<=^(?:(?!\bLocation:)[\s\S])*?\bLocation:[^(]*\()[^)]+/';
$str = '--batchresponse_bla_bla_bla_
--changesetresponse__bla_bla_bla_
--
Location: https://site.ru/CRM/api/data/v9.0/gm_preorders(a341eb4e-2fdf-eb11-a30b-ac1f6b465e3b)
OData-EntityId: https://site.ru/CRM/api/data/v9.0/gm_preorders(a341eb4e-2fdf-eb11-a30b-ac1f6b465e3b)
_bla_bla_bla_
--changesetresponse__bla_bla_bla_Location: https://site.ru/CRM/api/data/v9.0/gm_preorders(a841eb4e-2fdf-eb11-a30b-ac1f6b465e3b)
OData-EntityId: https://site.ru/CRM/api/data/v9.0/gm_preorders(a841eb4e-2fdf-eb11-a30b-ac1f6b465e3b)
_bla_bla_bla_
--changesetresponse_n_bla_bla_bla_
Location: https://site.ru/CRM/api/data/v9.0/gm_preorders(74748d08-2ee6-eb11-a30b-ac1f6b465e3b)
OData-EntityId: https://site.ru/CRM/api/data/v9.0/gm_preorders(74748d08-2ee6-eb11-a30b-ac1f6b465e3b)
n_bla_bla_bla_
--changesetresponse_etc';
preg_match_all($re, $str, $matches, PREG_SET_ORDER, 0);
// Print the entire match result
var_dump($matches);
Please keep in mind that these code samples are automatically generated and are not guaranteed to work. If you find any syntax errors, feel free to submit a bug report. For a full regex reference for PHP, please visit: http://php.net/manual/en/ref.pcre.php