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However if a create an escaped string directly like `var a = "\d+"` i get the correct output `\d+` (that i can further use to create a regex Patter)
is this due to the way `String::replace` works?
if so, isn't this a bug, why is it removing my escape sequences?

The reason is that the replacement can contain references to capture groups from the regex, using e.g. `$1`.  Now to add a literal `$` in the replacement, you thus have to quote the `$` using `\`.  And because this `\` quoting is not limited to just looking at a following `$`, any \ that you want in the output needs to be doubled.  Details are in `Matcher::appendReplacement` description which is internally used for all of this.

thus, correct code is
```
var myString = "/api/&lt;user_id:int&gt;/"
myString.replace(Regex("&lt;user_id:int&gt;"), "(\\\\d+)")
```
or one of the the equivalent
```
myString.replace(Regex("&lt;user_id:int&gt;"), """(\\d+)""")
Regex("&lt;user_id:int&gt;").replace(myString, , """(\\d+)""")
```