Parsing Underscores in URLs from Mendeley

After further investigation and head scratching I have reached a working solution.

Updated MWE

\RequirePackage{filecontents}
\begin{filecontents*}{\jobname.bib}

@misc{enc2015,
    author = {{Example News Company}},
    title = {{Daily News for September 9 2015}},
    url = {http://www.example.com/content/news/sep{\_}09/12},
    urldate = {2016-03-08},
    year = {2015}
}
\end{filecontents*}

\documentclass{article}

% ---- Bibliography Settings ----
\usepackage{csquotes} % Babel bibliography support package
\usepackage[english]{babel}
\usepackage[backend=biber,style=numeric]{biblatex}
\usepackage{hyperref}

\addbibresource{\jobname.bib}

\addbibresource{library.bib}
\DeclareSourcemap{ % Used when .bib/Bibliography is compiled, not when document is
    \maps{
        \map{ % Replaces '{\_}', '{_}' or '\_' with just '_'
            \step[fieldsource=url,
                  match=\regexp{\{\\\_\}|\{\_\}|\\\_},
                  replace=\regexp{\_}]
        }
        \map{ % Replaces '{'$\sim$'}', '$\sim$' or '{~}' with just '~'
            \step[fieldsource=url,
                  match=\regexp{\{\$\\sim\$\}|\{\~\}|\$\\sim\$},
                  replace=\regexp{\~}]
        }
        \map{ % Replaces '{\$}'
            \step[fieldsource=url,
                  match=\regexp{\{\\\x{26}\}},
                  replace=\regexp{\x{26}}]
        }
    }
}

\begin{document}
\nocite{enc2015}
\printbibliography
\end{document}

Reasoning

So in comparison to what is written above in the question, this version uses direct escaping of the characters. i.e. \\ and \_ instead of \textbackslash and \textunderscore. I originally tried this but it didn't work, now I must have done something slightly differently.

A theory I have is that this is because \t is converted to the TAB character by \regexp resulting in searches for <tab>extbackslash and <tab>extunderscore instead of the \ and _ characters.

Summary

For those who are having trouble with escaped characters in URLs with Mendeley, by using Biber & BibLaTeX, the following snippet can be used to unescape those pesky _, ~ and & characters.

In the version of Mendeley I am using (v1.16.1) these characters are escaped as {\_} and {~}. However I have included support for older \_ and $\sim$ escape sequences reported in other questions and around the internet while searching for a solution.

% This snippet must be in the preamble.
\usepackage[english]{babel} % untested with other languages
\usepackage[backend=biber]{biblatex}
\usepackage{hyperref} % for clickable urls

\addbibresource{library.bib} % Mendeley BibTeX library

\DeclareSourcemap{
    \maps{
        \map{ % Replaces '{\_}', '{_}' or '\_' with just '_'
            \step[fieldsource=url,
                  match=\regexp{\{\\\_\}|\{\_\}|\\\_},
                  replace=\regexp{\_}]
        }
        \map{ % Replaces '{'$\sim$'}', '$\sim$' or '{~}' with just '~'
            \step[fieldsource=url,
                  match=\regexp{\{\$\\sim\$\}|\{\~\}|\$\\sim\$},
                  replace=\regexp{\~}]
        }
        \map{ % Replaces '{\$}'
            \step[fieldsource=url,
                  match=\regexp{\{\\\x{26}\}},
                  replace=\regexp{\x{26}}]
        }
    }
}

Hope this helps someone else dealing with this problem.

It seems in Mendeley 1.17.2 one can now disable the escaping horror. Disabling this field worked for me...

It's better to let Mendeley use braces to escape such symbols. In my case, I had problems with the URLs in the references using a Springer Template in Latex, so I came up to process the references file (henceforth, ref.bib) and replace such bad usages of the braces, specifically, the fields affected were like url or doi.

The solution was:

$ sed --version
sed (GNU sed) 4.2.2
$ cat ref.bib
...
url = {http://link.springer.com/10.1007/3-540-48256-3{\_}21}, 
...
$ sed -i.backup "/^(url|doi)/ s/{.\?\(.\)}/\1/g" ref.bib
$ cat ref.bib
...
url = {http://link.springer.com/10.1007/3-540-48256-3_21}, 
...

I hope it helps. If something needs clarification, just let me know.