BUG: read_json fails to read data fields with ":\\"
- [x ] I have checked that this issue has not already been reported.

- [x ] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

#### Code Sample, a copy-pastable example

```python
import pandas as pd
d = '{"columns":["col 1","col 2"], "index":["row 1","row 2"], "data":[["random s3://xyz/abc","wherever https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.read_json.html"],["c","d"]]}'
pd.read_json(d, orient='split')

```

#### Problem description

This leads to an error in pandas 1.1.x and works fine in <=1.0.5. 

#### Expected Output
```
                     col 1                                              col 2
row 1  random s3://xyz/abc  wherever https://pandas.pydata.org/pandas-docs...
row 2                    c                                                  d
```
#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit           : db08276bc116c438d3fdee492026f8223584c477
python           : 3.7.4.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.6.0
Version          : Darwin Kernel Version 19.6.0: Thu Jun 18 20:49:00 PDT 2020; root:xnu-6153.141.1~1/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : en_US.UTF-8
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.3
numpy            : 1.19.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 19.2.3
setuptools       : 41.4.0
Cython           : 0.29.13
pytest           : 5.2.1
hypothesis       : 5.10.4
sphinx           : 2.2.0
blosc            : None
feather          : None
xlsxwriter       : 1.2.1
lxml.etree       : 4.4.1
html5lib         : 1.0.1
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : 7.8.0
pandas_datareader: None
bs4              : 4.8.0
bottleneck       : 1.2.1
fsspec           : 0.8.3
fastparquet      : None
gcsfs            : None
matplotlib       : 3.0.3
numexpr          : 2.7.0
odfpy            : None
openpyxl         : 3.0.0
pandas_gbq       : None
pyarrow          : 0.17.1
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 1.3.13
tables           : 3.5.2
tabulate         : 0.8.6
xarray           : None
xlrd             : 1.2.0
xlwt             : 1.3.0
numba            : 0.45.1
</details>
