I find it useful to check my regexes with a tool like Regex 101 before plugging it into rex commands.
| rex "(?<Request>\/.*):"
| rex "(?<Time>\d+) ms"
As aohls mentioned, you need a space before the ms, but also you should be capturing more than a single character. I've specified one or more digits.
Similarly, you need to specify more than a single character for the Request path.
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