From a Regex Tutorial - Literal Characters and Special Characters:
Because we want to do more than simply search for literal pieces of text, we need to reserve certain characters for special use. There are at least 12 characters with special meanings:
the backslash \, the caret ^, the dollar sign $, the period or dot ., the vertical bar or pipe symbol |, the question mark ?, the asterisk or star *, the plus sign +, the opening parenthesis (, the closing parenthesis ), the opening square bracket [, and the opening curly brace {, These special characters are often called “metacharacters”. Most of them are errors when used alone.
If you want to use any of these characters as a literal in a regex, you need to escape them with a backslash. If you want to match 1+1=2, the correct regex is 1\+1=2. Otherwise, the plus sign has a special meaning.
And in PT, we often need the \ in a regex, because it is so fundamental for usfms. So to search for \p in a regex, you type \\p.
(It is useful to learn about escaping, as even in this forum-tool, certain characters will not render, unless you either escape them or use the “preformatted text” feature via the </> icon.)