In a previous life I would write Camlp4 extension for fun, and I used the syntax
\( ... _ ...)
to abstract over an anonymous variables (you could also use \1 \2 \3 etc, and the n-th occurence of _ from left to right was turned into \n, but mixing numbers and _ was disallowed). It solves Scala's problem that, the scope of _ being delimited by the closest parentheses, the notation was not composable -- but arguably enforcing a small scope is a good thing.
This is the kind of features that nobody will ever agree on, so it's too hard to get them in a language. Nowadays I write "(fun x ->" instead of "\(", and "x" instead of "_", and it is not that bad.
Arthur Charguéraud has been working on an "easy-type-errors" mode with better typing error messages for OCaml. You may be interested in his article