Another roadblock that I encountered when integrating with Losant was making a payload of a string JSON object.

We will support JSON with the classes Json, JProperty, JValue and JListOfJValue. The JValue is a class that can contain a Boolean, Integer, Float, DateTime, String, ListOfJValue and Json class and Null. By the way what a mess. Dates are not described as type in the JSON definition. I think the best choice is to use the ISO 8601 date format. There will be size limitations and the strings contain ASCII characters and not Unicode characters.

From the mc-studio documentation, it appears that to escape double quotes in a string, you just use another double quote.
However it seems this is not yet implemented because the studio auto formats this code and has a compile error.

I think you are looking at older documentation. The new documentation describe the "\x22" solution at page 27. Not ideal but it works. The JSON class will solve this anyway.