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Another option, if this proves to be impossible: give the console better multiple-line 
handling.  
In ruby's irb, for instance, I can  just paste in a bunch of multi-line code and it will just 
work because it can detect when a statement or expression should continue on the next line or 
not.

 Of course it has "end" to help with this, but we could use any arbitrary signification that 
its finished, such as just entering a blank line at the end.
  This would take a lot of the frustration out of having to work asynchronously in the console 
by removing the need to carefully type a lot of "\'s", and if it could automatigically indent, 
so you didnt need to worry about that either, that would be amazing.