Use a temporary label to give the logic "drop if metric name is X and namespace is not Y"
Roughly like this (untested):
- source_labels: [namespace]
regex: 'my_interesting_namespace'
target_label: __tmp_keep_namespace
replacement: '1'
- source_labels: [__name__, __tmp_keep_namespace]
regex: 'envoy_cluster_upstream_cx_connect_ms_bucket;'
action: drop
- regex: __tmp_keep_namespace
action: labeldrop