why does it need a backslash instead of a forward slash?
the backslash protects the slash you want to change to be read as part of the Parameter Expansion (just like in sed's expressions when they contain slash(es))
do you know of any good links showing other anomalies or escape characters?
LANG=C man -P"less -ip 'Parameter Expansion'" bash
edit - it seems mailx requires me to send ctrl-d when entering commands over ssh. what can i do to send this sequence in a shell script?
I'm not sure, a workaround could be to give a body to your mail...