No-one replied, and my own further researches suggest there probably isn't such an API method. So I wrote my own. I don't think my employer will mind this posting here, for the edification/scrutiny of Ranchers...
Something like that, anyway. Testing may reveal shortcomings.
Betty Rubble? Well, I would go with Betty... but I'd be thinking of Wilma.
Yes, that's true, and if I was writing a method for a totally-general application, I'd have to deal with that. In my situation, I am pretty sure that \u followed by 4 hex digits will only appear in the string if an escape code is intended.
The most common situation where problems occur with this is where the text being processed is actually an explanation of Unicode escapes! I can be sure my text won't be that.
As it is fairly easy to do, I could perhaps beef-up my regex so that it says not to match, if the text being matched is preceded by another backslash. That's still not perfect, as your loads-of-backslashes examples showed, but it would be a step in the right direction.
Betty Rubble? Well, I would go with Betty... but I'd be thinking of Wilma.