When using above when every request has a different attribute value, this creates an extensive list of requests. Is there a performance penalty in this or is Dynatrace designed for this?
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I think there is just a very small unmeasurable penalty. Even if you use regex for extraction, Dynatrace won't allow you to use greedy regex. I also recommend involving tagging or another filtering of scope (process group or technology type) so the request attributes would not be captured where they either never present or you don't need to capture them.
Just curious - how many request attributes do you have?
For now I have only create 2, but one of the attributes contains an unique number. I want to add just a few more but do not want to break stuff (-;