 Solution

Treat the fixed letters $a_1,\dots ,a_n$, the empty-language and empty-word symbols, and the punctuation of expressions as a finite token alphabet. In the usual syntax allowing parentheses, union, concatenation, and star, the following context-free grammar generates exactly the syntactically valid regular expressions:Structural induction proves that every generated string is an expression and that every expression has a derivation. Grammar ambiguity does not affect the context-free language assertion.

If the language of these expressions were a regular language, its intersection with the regular token language consisting of some opening parentheses, then $a_1$, then some closing parentheses would be regular. That intersection is exactlyThe pumping lemma for regular languages contradicts regularity: a sufficiently long opening-parenthesis prefix forces a pumpable segment wholly within that prefix, and pumping it changes the two parenthesis counts unequally. Hence the expression syntax is context-free but not regular. This conclusion concerns the strings describing expressions, not the languages those expressions denote; it uses the usual concrete syntax with arbitrary nested parentheses.