Start with a basic phrase to match either #### or ####:####

\d{4}(:\d{4})?

Then extend it to match any number of them in a comma-separated list:

\d{4}(:\d{4})?(,\d{4}(:\d{4})?)*

Finally, surround with ^ and $ to validate the entire line.

^(\d{4}(:\d{4})?)(,(\d{4}(:\d{4})?))*$

As much as I tried to simplify a Regex, here's a true validator for your specific strings.
Looks a bit long since it matches a range 1000→1200: 1(?:[01]\d{2}|200)

/^1(?:[01]\d{2}|200)(?::1(?:[01]\d{2}|200)(?!:)|,1(?:[01]\d{2}|200))*$/g

Regex101.com example and description

Without the range
the Regex is simpler but it will also match any four digit number like 0000, 9999:

/^\d{4}(?::\d{4}(?!:)|,\d{4})*$/g

Regex101.com example and description

Simplest - but not to be used a validator
The simpler solution would be

/^\d{4}(?:[,:]\d{4})*$/g

Regex101.com example and description
but as you can see it will match many wrong inputs like the invalid 1000:1005:1020 (two :)

You need to expand these matches after the match is found. I assume the string is validated before, if not use if (/^\d+(?:[:,]\d+)*$/.test(s)) { ... }.

let s = '1010:1015,1019,1025:1027';
const chunks = s.replace(/(\d+):(\d+)/g, (_,$1,$2) =>
    Array.from(
        new Array(Number($2)-Number($1)), 
        (x, i) => 
            i + Number($1))
    .join(",")).split(',');
console.log(chunks);

The Array.from(new Array(Number($2)-Number($1)), (x, i) => i + Number($1)) part generates a range of numbers between Group 1 and Group 2 values obtained with the /(\d+):(\d+)/g regex.