It seems the only characters that should be escaped in bracket expressions in regexes are ], \, and -. I'm not sure if this means that there needs to be different escaping in different contexts.
https://github.com/antlr/antlr4/blob/master/doc/lexer-rules.md#lexer-rule-elements

Example token rule that generates broken code (not by any means good or correct, I just noticed that the resulting lexer file doesn't work) :
token NoteToken ["abcdefgr"]({"es"} | {"is"})*["\',"]*(digit)*["."]* ;
results in the following line in the Lexer.g4 file
NoteToken : [abcdefgr]('e''s'|'i''s')*[\',]*DIGIT*'.'*;
which generates the following when building:
warning(156): lily/lilyLexer.g4:83:38: invalid escape sequence \'

The build also complains about the following line:
STRINGTEXT : ~[\"\\] -> more;

The build works as expected when removing the extra backslashes as follows:
NoteToken : [abcdefgr]('e''s'|'i''s')*[',]*DIGIT*'.'*;
...
STRINGTEXT : ~["\\] -> more;

Sidenote:
I first thought this could be related to this line, referencing RegToJLex.hs instead of RegToAntlrLexer.hs, but it seems the reference is correct, even if it's confusing naming.

Export from RegToAntlrLexer: