For multiline comments, delete the backslash instead of changing it to a space.

Readme.rst

@@ -242,7 +242,7 @@ To include a double quote character, use ``\"`` inside double quotes.
 If the first non-whitespace character of a line is ``#``, the line is treated
 as a comment, i.e. a silent no-op command.
 
-When reading commands from dfhack.init or with the ``script`` command, if the final character on a line is a backslash then the next uncommented line is considered a continuation of that line, with the backslash converted to a space character.
+When reading commands from dfhack.init or with the ``script`` command, if the final character on a line is a backslash then the next uncommented line is considered a continuation of that line, with the backslash deleted.
 Commented lines are skipped, so it is possible to comment out parts of a command with the ``#`` character.
 
 If the first non-whitespace character is ``:``, the command is parsed in a special

dfhack.init-example

@@ -208,7 +208,7 @@ enable \
  stocks \
  autochop \
  stockpiles
-#end a line with a backslash to make it continue to the next line. The \ is converted to a space for the final command.
+#end a line with a backslash to make it continue to the next line. The \ is deleted for the final command.
 # Multiline commands are ONLY supported for scripts like dfhack.init. You cannot do multiline command manually on the DFHack console.
 # You cannot extend a commented line.
 # You can comment out the extension of a line.

library/Core.cpp

@@ -842,7 +842,7 @@ bool Core::loadScriptFile(color_ostream &out, string fname, bool silent)
                 temp = temp.substr(0,temp.length()-1);
             if ( temp.length() > 0 ) {
                 if ( temp[temp.length()-1] == '\\' ) {
-                    temp[temp.length()-1] = ' ';
+                    temp = temp.substr(0,temp.length()-1);
                     doMore = true;
                 }
             }