Seems like it got confused with the multi-line string head ("""). Whether it should or not, I guess you can use regular string instead "\"". It's slightly shorter as well.
To note, normally, that'd be how you change the delimiter:
The characters #""" mark the beginning of a multi-line raw string.
You should actually see two errors: the “Unterminated string literal” that you mentioned (because there is no matching """#) and also “Multi-line string literal content must begin on a new line” (because there is a # character after the opening delimiter #""").
I knew I could use """ - I was just experimenting with the "improved" syntax and mystified at the error.
Even though Nevin gave me a reason, I still this as a parsing error. My syntax is correct. That string of characters could not be a legal multi-line indicator because of the trailing "#"
However, I seriously doubt anyone is going to want to spend any time to fix it, and since I am not capable of doing that I'm going to move on! I do appreciate your comment - thanks!