I think the PR_STRING definition at https://github.com/google/code-prettify/blob/master/src/lang-sql.js must have been copied from some other language where backslash is an escape character.
/^(?:"[^"]*"|'[^']*')/
does it as far as I can tell, but being a mere database guy I could be missing something.
(Sorry to be late to the party with this, but I just hit the same issue and found this thread.)