Construct 2 doesn't really have a good capture groups functionality in its Regex implementation. If you use the global flag (g), you lose the ability to retrieve capture groups for your matches. If you omit the global flag, capture groups will count as matches, which is wrong. You can however hack your way around this limitation by reexecuting the same regex without the g flag on each match to retrieve the groups.
A regex in this case might prove overkill, if you say your indexes are single digit, you should use mid("GameSave01", 8, 1) for X and mid("GameSave01", 9, 1) for Y.