This is currently a limitation of f-strings in python. Backslashes aren’t allowed in them at all (see https://mail.python.org/pipermail/python-dev/2016-August/145979.html)
Option 1
The best way would be to instead use use str.format() to accomplish this, per https://docs.python.org/3/library/stdtypes.html#str.format
Option 2
If you’re super keen on using backslashes, you could do something like this:
backslash_char = "\\"
my_string = f"{backslash_char}foo{bar}"
But that’s probably not the best way to make your code readable to other people.
Option 3
If you’re absolutely certain you’ll never use a particular character, you could also put in that character as a placeholder, something like
my_string = f"🍔foo{bar}".replace("🍔", "\\")
But that’s also super workaround-y. And it’s a great way to introduce bugs down the road, if you ever get an input with that char in it.
Option 4
As mentioned in the comments to this answer, another option would be to do chr(92) inside some curlies, as below:
my_string = f"This is a backslash: {chr(92)}"