Hi Masood .The new attempt it look better, but still have some errors. The glyphs that are not affected by the style were Scandinavian, Cyrillic and Turkish, which are widely used in the multilingual (See image).
https://s27.postimg.org/gumqxcelv/Grep_style_3.gif
I attached sample multilingual glyphs file, (Scandinavian, Cyrillic and Turkish) for use in experiments.
https://www.agraphic.dk/multilingual_glyphs.txt
Can you collect all the codes in one?

Thanks Masood for your response and attempt. I have applied your instructions, unfortunately I got errors in the result, and you can see them in the image.
https://s23.postimg.org/jk2et7n6z/Grep_style_2.gif
It should be supposed to be the solution includes the assumption that some of the texts that a complex interplay between multilingual??.

Hi, since the first version of InDesign and yet, we suffer as users of a middle east version (ME), that the problem is inability to create a characters or paragraph style of Latin characters within paragraphs styles for Arabic, Hebrew, Urdu, etc. text. Latin text (such as english) take the same font style devoted to non latin text (such as arabic) within the text, without the ability to automation control the latin text within the same arabic text paragraph style (only manual), so 90% of InDesign ME users consider that a big shortage in the program, and wasting a lot of time and effort, they expect every time that solution comes with a new version of the InDesign, but unfortunately they might receive the same frustration, and discover that the problem remains!
This is what happened with the latest version CC.
It is strange that feature found in many word processing programs such MS Word (Se MS Word image) and Quark, but non-existent in InDesign. https://s13.postimg.org/9ggyhsfnr/word_para.gif
I have tried a lot of methods to overcome this problem with GREP and other, but without utility, and I wrote to Winsoft International (the agent of Adobe ME programs version) and did not get a solution.
I am writing to you and I expect to find a solution by use GREP or script.
There is a perception that the solution could be by script, and handling multilingual in text as two types, one from right to left (Arabic and Hebrew, Urdu, etc.), and other from left to right (Latin, etc.), so user select the appropriate character style with the paragraph style (Se a script imagined image). https://s24.postimg.org/8v2jtrphh/2in1_Paragraph.gif
https://s28.postimg.org/wpjlubi59/Paragraph_Style_2.jpg
– I attached sample multilingual .txt file (Arabic & English) for use in experiments, it can also benefit Arial font for Arabic text. https://www.agraphic.dk/sample%20text.txt
Any suggestions, please.