New error message for unescaped backslashes

[axxelG]

My proposal for a better error message

[arp242]

To be honest I think the current message expected four hexadecimal digits after '\u' but got %q instead is clear enough; maybe a little bit more usage guidance about escaping \ to \\ can be added, but I'd expect most people already know about this but just forgot in a copy/paste or the like?

Also, the way it's formatted now means there is no space between instead and Maybe, and the way it's phrased suggests what / is an alternative for \, so it certainly can't be merged as-is based on that.