I can't put a backslash in front of my substituted argument.

Some tests:

System.out.println(MessageFormatter.format("C:{}", "foo"));
Prints "C:foo"

System.out.println(MessageFormatter.format("C:{}
", "foo"));
Prints "C:foo\"

System.out.println(MessageFormatter.format("C:
{}", "foo"));
Prints "C:{}"

System.out.println(MessageFormatter.format("C:\\\\{}", "foo"));
Prints "C:{}"

There seems to be no way to print "C:\foo".