in case someone got stuck with this and none of the answers above worked, below is what worked for me. Hope it helps.
var oldString = "\\r|\\n";
// None of these worked for me
// var newString = oldString(@"\\", @"\");
// var newString = oldString.Replace("\\\\", "\\");
// var newString = oldString.Replace("\\u5b89", "\u5b89");
// var newString = Regex.Replace(oldString , @"\\", @"\");
// This is what worked
var newString = Regex.Unescape(oldString);
// newString is now "\r|\n"