proselint/checks/links/broken.py contains the following code (with boring parts of the regexp omitted):

    regex = re.compile(
        r"""...boring...
        |[^\s`!()\[\]{};:\'".,<>?\xab\xbb\u201c\u201d\u2018\u2019\u21a9]))""",
        re.U)

But the \uXXXX escape sequences for regexps were added only in Python 3.3.
In earlier versions, \u stands for literal u.
In other words, in Python 2.7, this code is equivalent to:

    regex = re.compile(
        r"""...boring...
        |[^\s`!()\[\]{};:\'".,<>?\xab\xbb01289acdu]))""",
        re.U)

...which is certainly not what you wanted.

The dubious regexp was found using pydiatra.