If you really need it, you can use a RE like this:
UPDATE table SET c = regexp_replace(c, '[^\\]\\(u\d{4})', '\\\\\1', 'g');
Make sure standard_conforming_strings is turned on and regex_flavor is set to advanced.
SHOW standard_conforming_strings; standard_conforming_strings ----------------------------- on (1 row)
The '\\\\\1' string '\\\\\1' means the next two backslashes \\ and \1 represent the first (reporting) subexpression in parentheses (i.e. 'u' , combined with the four digits from the pattern).
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