Regex syntax file not loaded
The main tmLanguage file refers to the regex file but sublime does load the the file. It shows the following message:
Error loading scope:source.regexp.python.improved: Unable to find syntax file for scope source.regexp.python.improved in Packages/Python Improved/PythonImproved.tmLanguage
I'm on Sublime Text 3124 on OSX El Capitan
On Windows 10 64 with Sublime Text Build 3125 I have the same issue (viewable on the console during strart up).
I reproduce the problem in Sublime Text version without plugins and user settings. Also, regular expressions don't highlights for me.
Built-in Python syntax:

Python Improved:

For Python Improved I get scope source.python string.quoted.single.block.raw-regex.python for all regular expressions.
Environment
Operating system and version: Windows 10 Enterprise LTSB 64-bit EN Sublime Text: Build 3126
Thanks.