Mac OS X Terminal [Use option as meta key] overrides backslash in spanish keyboard
And, as I already answered you on stackoverflow, the solution is to put the following line into your ~/.bash_profile, which remaps the unicode character "∫" (Unicode: E288AB, which is what is sent to your terminal right now in your desired configuration when you press Option + °) to the backslash character:

bind '"\033\xE2\x88\xAB"':'"\\"'