How to type backslash in Russian on Macbook pro
Try Russian Phonetic, option/alt + shift on the rightmost key on the bottom row.

I think to have the ё on Russia PC, you need to have an ISO keyboard (one with an extra key between the z and shift).

Some time ago I made a Russian PC layout where that character is more accessible.  If you want to try it (not sure it still works), go to

https://dl.dropbox.com/u/46870715/k/RussianPC2.keylayout