Rules for C string literals escape character

Question

What are the string literals' escape character rules? 

Are all the characters that are escaped listed somewhere?

In particular, gedit colours the following three values differently when I use the symbol in a string literal.

I was attempting to generate a std::string from a literal consisting of the character 0, the null character (0), and the character 0. 

However, the syntax highlighting warned me that this would result in just two characters, such as the letter 0 followed by the null character (\00, aka \0).

Is the following the best course of action for the solution to just this one issue:

std::string ("0\0" "0", 3)  // String concatenation 

And is there some reference for what the escape character does in string literals in general? What is '\a', for instance?