As reported by @nobiot , the return results from the rg shell-out aren't nice paths, and cause downstream issues.

rg was installed via scoop in this case.
Commit 214f9df
Windows 10
Emacs: GNU Emacs 26.3 (build 1, x86_64-w64-mingw32) of 2019-08-29 (via org-roam-diagnostics)
@jethrokuan, thanks for keeping this as a separate issue. Much appreciated. 馃憤
@jethrokuan

Figure 1. org-roam--shell-command-files still returns with \\; however...

Figure 2. Canonicalizing works :)
Merge with latest master branch
Check org-roam works before using rg (i.e. elisp still works)
Change
(setq org-roam-list-files-commands '(rg elisp))
Test
edebug-defun on for org-roam--list-files-rg to doubly sure org-roam uses rg.
Run org-roam-db-build-cache.
Title change.
Create/delete a new backlink.
Create/delete a new cite backlink.
Check C-c n i (org-roam-insert)
Check alias works for org-roam-insert
Create a note in an external editor while Emacs is on, run `org-roam-db-build-cache, see if a backlink are created from the newly created file
@jethrokuan I did comparison of elisp and rg on my Windows machine; you might be able to take it further, if you are interested.
Most helpful comment
@jethrokuan I did comparison of
elispandrgon my Windows machine; you might be able to take it further, if you are interested.https://org-roam.discourse.group/t/what-does-it-feel-like-to-work-with-10-000-notes-in-org-roam-benchmarking-org-roams-search-methods/227