ECPG's PREPARE ... FROM and EXECUTE IMMEDIATE can optionally take
the target query as a simple literal, rather than the more usual
string-variable reference.  This was previously documented as
being a C string literal, but that's a lie in one critical respect:
you can't write a data double quote as \" in such literals.  That's
because the lexer is in SQL mode at this point, so it'll parse
double-quoted strings as SQL identifiers, within which backslash
is not special, so \" ends the literal.

I looked into making this work as documented, but getting the lexer
to switch behaviors at just the right point is somewhere between
very difficult and impossible.  It's not really worth the trouble,
because these cases are next to useless: if you have a fixed SQL
statement to execute or prepare, you might as well write it as
a direct EXEC SQL, saving the messiness of converting it into
a string literal and gaining the opportunity for compile-time
SQL syntax checking.

Instead, let's just document (and test) the workaround of writing
a double quote as an octal escape (\042) in such cases.

There's no code behavioral change here, so in principle this could
be back-patched, but it's such a niche case I doubt it's worth
the trouble.

Per report from 1250kv.

Discussion: https://postgr.es/m/673825.1603223178@sss.pgh.pa.us