I've fixed ze problemo!! The config saved my bind as:
bind \ "say ^4shit,^3lol

"
That didn't work. Then I noticed that when pressing the backslash key, it was changing to gauntlet. I'd already bound gauntlet to R. As it happens, weapon 1 ( gauntlet) was bound to 0x00 ( dunno how that happened) in my baseq3 and osp configs and also in my osp autoexec. I can't remember how it turned out that the backslash key saves itself in the config as both 0x00 and also \, but it certainly doesn't work as \ .
So I changed the 0x00 bind to this:
bind 0x00 "say ^4shit,^3lol

"
and now the backslash key works.