Kind of elementary, but should do if it's just first three lines. I also don't understand why you've used regex:
data test;
length file_id $ 10;
infile datalines length = reclen;
input string $varying32767. reclen;
/*position = prxmatch('m/"HC-\w+/i',string); */
/*position2 = prxmatch('m/>PSHC-\w+ /i',string); */
/* if position ^= 0 then do;*/
file_id = scan(string, 2, '"');
file_id_x = scan(string, 2, '>');
if file_id_x =: "ME" then file_id_x = substr(file_id_x,6,7);
else if file_id_x =: "H" then file_id_x = substr(file_id_x,1,7);
output;
drop string;
datalines;
<option value="HC-220A">MEPS HC-220A: 2020 Prescribed Medicines File</option>
<option value="HC-224">MEPS HC-219: 2020 Full Year Population Characteristics File</option>
<option value="HC-010I">HC-010I Appendix to MEPS 1996 Event Files</option>
;
run;
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