I think your struggles start with not quite understanding how the Ruby interpreter processes a double-quoted string literal found in your source code. Let me break that statement down bit by bit. A “string literal” is a text object in your source that conveys the value of a String. For example, consider the statement
myString = "this is a \"double-quoted string literal\" with embedded backslashes"
The key thing is to understand that the source code string literal doesn’t go directly into memory. Rather, the Ruby interpreter processes the source code text to create a String object in memory. The double-quote symbols convey the start and end of the string literal to the interpreter. They are not included in the data of the String itself. There are other delimiters you can also use to bound string literals, with some differences in how they cause the interpreter to process the text.
Within a double-quoted string literal the backslash character \ is special. It tells the interpreter that the next character is to be treated specially (“escaped”). In your specific case, putting a backslash before a double-quote character tells the interpreter that this double-quote character isn’t the end of the string literal, rather it is to be included as a character in the String. Like the opening and closing double-quote characters, the backslash is swallowed by the interpreter; it does not actually appear in the String object’s data!
So, in your example you can’t find those backslashes in the String because they don’t exist there. Slightly abusing modern Ruby representation of Strings in memory, you can think of the data content of the String above as
this is a "double-quoted string literal" with embedded backslashes
Notice that both the delimiting double-quotes and the backslashes are not present in memory. They exist only in the source code to guide the interpreter.
That begs the question of how you are obtaining the starting string literal. Is it in your own code? If so, you don’t need to strip out anything, just code it as
color = "\"red\", \"black\", \"Yellow\""
in the first place. Alternatively, you can use single-quote character as the delimiter because the interpreter doesn’t process backslashes in single-quote strings.
If you are getting your original String in some other way, you will need to examine what it is actually providing to know how to strip it.