OK, I really should test things better before posting about them.
It appears while the regular expressions do appear in the block list in OmniWeb properly... they don't work. Nor do any other expressions in the list, including ones added by right clicking and selecting filter image. So... yeah. My guess is that one of the expressions in filterset.g confuses OW's regexp parser, but it's quite possible that my script malforms an expression somewhere...
Edit:
The good: Removing the first rule does allow the other rules to run.
Code:
(\Wadv|banner|promo)s?(\.(?!wunder)\w+\.\w{2,3}(\.\w{2,2})?/|\W\w*\d+x\d+\.)(?!banners)
I don't see anything malformed there, so... yeah.
The bad: Filterset.G does not seem to work with OmniWeb anyway. Obvious things like doubleclick hosted ads are getting through, and it shouldn't be because of that first rule...
The ugly: I don't want to try to figure out why it doesn't work.
I give up. I really wanted the script so I could edit the block list in a text editor, which works fine. If someone else wants to figure out why filterset.g doesn't work... have fun. Maybe it's something I missed...