Escaping special characters - \r when doing COPY CSV

Hi,

I don't have access to run copy as this is a RDS database so I can only use
\copy.
I need to send the output to csv.
One of the fields has a special character = \r. I can see it visually.

Running the \copy below gives me extra row/s because of the \r
\copy ( select * from blah where blah_ref = '666' order by date_created
desc limit 5; ) to 'abc.csv' WITH CSV DELIMITER ',' HEADER

I have tried this
\copy ( select * from blah where blah_ref = '666' order by date_created
desc limit 5; ) to 'abc.csv' WITH (FORMAT CSV, HEADER, ESCAPE '\r');

But it gives ERROR: COPY escape must be a single one-byte character.

Besides using a view for the SQL, as suggested when I do a web search, any
chance someone here knows how to do it without using a view?

Please advise. Thanks in advance.

Regards,
Ed