feat: add domain name validation

[jackwotherspoon]

Validate domain names are properly formatted via regex for better error handling.

Closes #1245

[jackwotherspoon]

Need to look into warning:

connection_name.py:24: SyntaxWarning: invalid escape sequence '\.'
    "^(?:[_a-z0-9](?:[_a-z0-9-]{0,61}[a-z0-9])?\.)+(?:[a-z](?:[a-z0-9-]{0,61}[a-z0-9])?)?$"

[jackwotherspoon]

Need to look into warning:

connection_name.py:24: SyntaxWarning: invalid escape sequence '\.'
    "^(?:[_a-z0-9](?:[_a-z0-9-]{0,61}[a-z0-9])?\.)+(?:[a-z](?:[a-z0-9-]{0,61}[a-z0-9])?)?$"

Duh, can't use \ in Python string, updated to use raw string to keep slash.