From microsoft/vscode-remote-release#612

This is weird but if I have an entry in the ssh config that starts with

Host *+*

Then compute will throw an exception.

This is apparently valid, it's referenced here: https://en.wikibooks.org/wiki/OpenSSH/Cookbook/Proxies_and_Jump_Hosts

For your glob to regex conversion, maybe escape special regex characters that are not handled as part of a glob pattern.