Are you using python 2.x or 3.0?
If you're using 2.x, try making the regex string a unicode-escape string, with 'u'. Since it's regex it's good practice to make your regex string a raw string, with 'r'. Also, putting your entire pattern in parentheses is superfluous.
re.sub(ur'[u064B-u0652u06D4u0670u0674u06D5-u06ED]+', '', ...)
http://docs.python.org/tutorial/introduction.html#unicode-strings
Edit:
It's also good practice to use the re.UNICODE/re.U/(?u) flag for unicode regexes, but it only affects character class aliases like w or , of which this pattern does not use any and so would not be affected by.
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