I don't think that this is a good case for nested styles, GREP or otherwise. In Rob's example, the use of nested styles depends on the presence of en spaces, which may not be the case. Furthermore, april mentions that they want to add a tab, and you can't add characters using a nested style.
The straightforward way to deal with this is a couple of Find/Change queries. Some apply bold to the labels (Location, consultant role, etc), and some apply bold and insert a tab (Service ID, etc.). Three or four queries would do it, and if files like these come up regularly those queries can be excecuted in one go by any of the several scripts that let you batch-run any number of Find/Change queries .
... View more