I think we are all getting confused.

Do you perhaps mean to get the path-component, just after the --what you call-- key? It just happens to be the last and next-to-last component in your examples, but that is just sheer co-incidence.

The following code will extract the next path-element after the key:

use strict;
use warnings;
use 5.012;

my $key= quotemeta 'C:\abc\dfg'; # we must escape all meta-characters

while (<DATA>) {
    chomp;
    if (/$key\\([^\\]+)/) {
        say "$_ : $1";
    }
    else {
        say "$_ : no match";
    }
}

__DATA__
C:\abc\dfg\axy
C:\abc\dfg\#@$#@$@\hwllo
C:\abc\dfg
[download]

Output:

C:\abc\dfg\axy : axy
C:\abc\dfg\#@$#@$@\hwllo : #@$#@$@
C:\abc\dfg : no match
[download]