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I wonder if this will get any attention ;)
Fortunately terminal colors are usable even with those borders: http://youtu.be/eaGBVdlqTko http://i.imgur.com/eSPaO.png
Terminal emulation has been moved from SublimeREPL to a separate plugin (SublimePTY). dev/pre-alpha version is available here: http://www.sublimetext.com/forum/viewtopic.php?f=5&t=5385
Inside Clojure.tmLanguage try changing
<string>source.regexp.oniguruma</string>
to 

<string>#string_escape</string>

Regexp will not look as good as before, but at least escaping should work correctly.