You are right, java regex requires four backslashes \\\\ to escape one backslash \
I tried your regex and it works for me:
rule "test"
when
has_field("full_message") AND regex("MaaS360\\\\Cloud Extender\\\\EMSAgent.exe", to_string($message.full_message)).matches == true
then
let debug_message = concat("maas: ", to_string($message.full_message));
debug(debug_message);
set_field("maas", "MaaS360");
end