Самое простое решение - просто выполнить несколько поисков и собрать:
import re
s = """sjdjd|shjdjd,A|shdahdajh,E|hsdhsdj,C|asnma,A
shabnmun|sjddamd,E|wqhsbn,E,teyiuiw,S|ssbxnsmcn,A|vscnbdcmdn,E
sanbsnk|scbdcbd,A"""
l1 = re.findall(r'^[^|]+', s, flags=re.MULTILINE)
lA = re.findall(r'(?<=[|,])[^|,]+(?=,A)', s)
lE = re.findall(r'(?<=[|,])[^|,]+(?=,E)', s)
lC = re.findall(r'(?<=[|,])[^|,]+(?=,C)', s)
lS = re.findall(r'(?<=[|,])[^|,]+(?=,S)', s)
groups = [l1, lA, lE, lC, lS]
for group in groups:
print(group)
Отпечатки:
['sjdjd', 'shabnmun', 'sanbsnk']
['shjdjd', 'asnma', 'ssbxnsmcn', 'scbdcbd']
['shdahdajh', 'sjddamd', 'wqhsbn', 'vscnbdcmdn']
['hsdhsdj']
['teyiuiw']
См. Демонстрацию