How to escape or terminate an escape sequence in C

Yes, you cant try "\004four" for instance. Actually, even "\04four" will probably do, because f is not an octal number.

You just write strings next to each other:

char a[3] = "1\02"   // {'1', '\2', '\0'}  
char a[4] = "1\0""2" // {'1', '\0',  '2', '\0'}

sizeof("1\02") // 3
sizeof("1\0""2") // 4