#include <MsgBoxConstants.au3> ; to declare the Constants of MsgBox
Local $sRegex = "(?ms)\[\[((?:(?!\[\[).)*?)\|(.*?)]]"
Local $sString = "[[some_non-matching_text]] [[https://example.com|link]] [[this is not matching either]] [[http://example2.com|link2]]"
Local $sSubst = "<a href="$1">$2</a>"
Local $sResult = StringRegExpReplace($sString, $sRegex, $sSubst)
MsgBox($MB_SYSTEMMODAL, "Result", $sResult)
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 AutoIt, please visit: https://www.autoitscript.com/autoit3/docs/functions/StringRegExp.htm