I feel lost with the Regex Unicode Properties presented by RegexBuddy, I cannot distinguish between any of the Number properties and the Math symbol property only seems to match + but not -, *, /, ^ for instance.
Is there any documentation / reference with examples on regular expressions Unicode properties?

A list of Unicode properties can be found in http://www.unicode.org/Public/UNIDATA/PropList.txt.
The properties for each character can be found in http://www.unicode.org/Public/UNIDATA/UnicodeData.txt (1.2 MB).
In your case,
+(PLUS SIGN) is Sm,-(HYPHEN-MINUS) is Pd,*(ASTERISK) is Po,/(SOLIDUS) is also Po, and^(CIRCUMFLEX ACCENT) is Sk.You’re better off matching them with
[-+*/^].