There are two things at play here: escaping for LV and escaping for the Regex.
You want the regex to be '\$ ' exactly, the dollar sign must be escaped for the regex.
If you are using normal display for the string you can enter '\$ ' and it will work.
If you are using '\' code display then you must escape the '\' inside the regex, in this case enter '\\$\s'
Two different views of the same string, you can toggle the display mode to see it switch between the two values.