split /[^\\](?:\\\\)*\K:/, $string worked Ok for me: it splits on an even number of inverted bars, followed by a colon, but keeps the bars in the split strings.

sub x($) {
  local($_) = @_;
  say "\n$_ ==>";
  say for split /[^\\](?:\\\\)*\K:/, $_
}

x $_ for <DATA>;
__DATA__
111111111:22222\:2222:333333333:4444444
111111111:22222\\:2222:333333333:4444444
111111111:22222\\\:2222:333333333:4444444
111111111:22222\\\\:2222:333333333:4444444
[download]

Result:

111111111:22222\:2222:333333333:4444444
 ==>
111111111
22222\:2222
333333333
4444444


111111111:22222\\:2222:333333333:4444444
 ==>
111111111
22222\\
2222
333333333
4444444


111111111:22222\\\:2222:333333333:4444444
 ==>
111111111
22222\\\:2222
333333333
4444444


111111111:22222\\\\:2222:333333333:4444444
 ==>
111111111
22222\\\\
2222
333333333
4444444
[download]

Beware that '222\\:222' only has ONE inverted bar... :-D