\ is not magical inside dollar quotes,
Sorry, I was confused by the manual: the paragraph that starts "C-style backslash escapes are also available..." is right after the paragraphs on dollar-quoting.
The section on dollar-quoting is also not explicit about valid tags, "zero or more characters" is all I can see. Can you give me a definitive answer as to what is valid? AFAICT, must be [A-Z,a-z,0-9,_]*, with non-numeric start. Is that right?
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