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How to import multi-line feeds?
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You can use the SQL `REPLACE` function, perhaps (although, depending on what exactly you will want to do, it might not be good enough, since it does not support e.g. replacing two backslashes with a single slash and replacing other escapes at the same time without interference).

If you want to customize the import handling, one thing that I have done is to create a view and attach triggers to it, and then to import into that view instead of directly into the table that you want to import data into. (If needed, you can also create another table to store temporary state during importing if the format you are importing requires saving the state between records of the input file.)