Typing the control+\ (backslash) on Apple keyboard
As a user of the Danish Apple keyboard, I face similar issues. Most of the time I — unfortunately — have to remap keyboard shortcuts through System Preferences > Keyboard > Shortcuts.
I researched a bit and wasn't able to find the native way to do this combo on a Scandinavian keyboard.

However, you might be able to create a service through Automator that presses the keyboard combination for you:


Open Automator
Create a new document and select Service as type
Set Service receives selected to no input
Drag out a Run AppleScript action from the left pane
Replace (* Your script goes here *) with tell application "System Events" to keystroke "\\" using {control down}
Save and call the service whatever you deem appropriate 


Then try running it at a time when you need to press Ctrl+\ (For Terminal: Terminal > Services > Name of Your Service).

I'm not currently able to test this but it might be worth a try.