One thing that you may want to check is if the value is actually a character value. SAS has a SSN format that displays numbers intended to be SSN with dashes and may make you think it is character when actually numeric. The regular expressions tend not work as expected on actual numeric values.
If character I might look to SCAN as well
if scan(variable,2,'-')='00' or scan(variable,3,'-')='0000' then <whatever when found>
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