> I wonder if it could be a generic feature which besides working in the
 > minibuffer for regexps would also work when typing escaped parens in
 > in strings, e.g. when using a string regexp in a program:
 >
 >     "stuff ( \\(  ) "
 >
 > Here it could indicate the mismatching parens.

I can only offer you my old regexp-lock-mode (attached).  In an .el
buffer do M-x turn-on-regexp-lock-mode and tell me how it works.

martin