How come Sayaka has scars if she has world class regeneration? Were they made when her regeneration was worse or something?

Some wounds, if inflicted with enough HATE and Magical Girl Energy, still leave scars no matter what you do. You can ask your Incubator for a full regeneration to remove everything and start anew, but that's also starting over from scratch, you'll have to train your body again. Sayaka has never asked for anything like that.