Send newline through serial monitor
The backslash escape encoding for special characters is a feature of double quotes in some programming languages, shells, and other parsers.  It is not normally a feature of live text input - an "end user" human typing a backslash is assumed to mean it literally.

"Live" input of a carriage return or newline is more traditionally done with the return/enter key, or with the corresponding control codes - CTRL-J for newline and/or CTRL-M for return.  I don't know that the Arduino IDE's Serial Monitor supports either of these, at least once you select "no line ending"