For my test (immediately) above, I used double-backslashes outside of the code block because that seemed to work for O.P. The tests seem to indicate that within a code block, you can either put a space after the backslash, or use the HTML escape sequence of " \ ". I used two of the HTML escapes in the 3rd test to be consistent with using two backslashes outside of the code block, so that is why it shows up twice.
The implication is that using the HTML escape sequence is better as it works in both cases, but in reality, there is a huge caveat to using any HTML escape sequence on this new site: they only work heading into the system the first time. If you ever edit that article / post / question, etc, then that escape sequence will be translated into the actual character it represents, such that saving the second time will put you right back where you started with using the literal backslash (or whatever other character that is not on code page Windows-1252). So, you can use the HTML escape sequence, you just need to make sure that if you ever edit an item (article, post, etc) with them, you translate their character representations back into the escape sequence before saving.