error-catalog.md: add parse_backslash info and hints

[bar-g]

This applies the helpful info from the old PR "word_parse.py: parse_backslash (errors + hinting questions)" #1824 to the new error-catalog instead.

[bar-g]

bump

[andychu]

I looked over this - I think the existing wording is clearer

This seems to "assault" the reader with a lot of information that doesn't necessarily help solve the problem

[bar-g]

Your sparse stuff/style is unfortunately very much incomplete, and not systematic.
A larger problem is that as such, it doesn't scale to bring more comprehensive help to the user.

Instead, it actually even brings more puzzles after facing an error.

Did you mean \\z?

what?

Therefore I rather started listing involved options, facts, and then real example alternatives for the user.

Maybe, the facts could be shortened, or their inlined examples be moved to their ends, but I don't think your response is appropriate.
(Besides that the current infos hadn't helped me to understand things I added.)

[bar-g]

from the old PR:

#1824 (comment)
this belongs in a new file doc/error-catalog.md

[bar-g]

done fixing typos, small improvements and missing bits