I use jEdit v5.7.0 on MacBook Air (Sequoia 15.4.1). My keyboard layout is Japanese.
Usually I can insert the backslash character \ by pressing the ¥ key, but the jEdit interpret ¥ as ¥, not . (Opt + ¥ does not work either.)
Another Japanese user reproduces the same behavior, so it seems a bug.
My current workaround is to switch to the US input mode and press Opt + ¥, but I am not happy with that. I hope the bug to be fixed.