No building regs certificates on house we're about to exchange on

[ShufflingWeasel]

The house has an extension built around 2005 and a new roof installed 2009. No certificates for either. Is that common for 15+ years building work? We had a level 3 survey done which didn't find anything structurally wrong, although obviously the surveyor didn't get up on the roof, and he wasn't aware at the time that the extension had not been certified. Should we be worried at this point?!

20 year old extension, 15 year old roof. That’s enough time for anything structural to pop up. If the surveyor didn’t notice anything amiss I wouldn’t worry too much on the condition.
Not sure if you’ll have problems down the line selling though.

You can just ask the sellers to get an indemnity on it for you. It's pretty standard and not expensive. Your conveyancer will know, surprised they haven't suggested it.

An indemnity policy will protect you from any costs if the local authority takes enforcement action, but check what’s covered- it doesn’t guarantee that the work was done properly and I doubt it would give you any protection if the work was defective. So you should definitely get an indemnity policy but I would also ask your surveyor to specifically confirm there’s no structural issues with the extension in light of the lack of building regs, and to maybe go back and look at the roof.
You should definitely be talking to your legal advisor about this.