Compiling res helps performance, but I'm pretty sure the biggest bottleneck you have on level 4 is the network traffic, which gives you a bigger performance penalty than uncompiled re... I usually use re.findall as it's easy and straight forward.
Like a great mind once said (Knuth, I'm pretty sure):
"Premature optimization is the root of all evil"...
Compile your regexes when they're complex and used many thousands of times in tight loops. In challenge 4, the regex is simple and used a few hundred times in a slow loop. The bottleneck is the Internet, not your regex.