items = message_parts[1:]
for item in items:
    try:
        re.compile(item)
    except re.error:
        return Response(command_status=False, message="An invalid item was found in the item(s) being blacklisted.")

>>> pattern = "foobarbaz\.com\\"
>>> print pattern
foobarbaz\.com\
>>> regex.compile(pattern)
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/usr/local/lib/python2.7/dist-packages/regex.py", line 345, in compile
    return _compile(pattern, flags, kwargs)
  File "/usr/local/lib/python2.7/dist-packages/regex.py", line 490, in _compile
    caught_exception.pos)
_regex_core.error: bad escape (end of pattern) at position 15