From the comments for variable compilation-error-regexp-alist it
sounds like this type of filename parsing is still possible but
I can't figure out how. There doesn't seem to be an example for this
in the predefined regexp settings.
IIUC the way it works is that you have one regexp that matches the
message with the file name (can have nil for its LINE/COLUMN info), and
then have another that matches the messages without file name (this one
will have nil for the FILE part but presumably non-nil for the LINE and
maybe COLUMN part).