There is a well expression often used to illustrate the difference between compound words and modifier-modified combinations. You've probably heard "blackboard", the compound, compared with "black board", which is a combination of an adjective modifier "black" and the noun it modifies, "board". Not only is the spelling different, a dividing space being used after the adjective, but the pronunciation is different as well. The compound has more stress on the first part, "black-", while the modifier phrase has more stress on the second part.
The pair "backslash"/"forward slash" are like the above well known pair in both respects I mentioned: only the first is written without a space, and the pronunciation differs, with most stress on the first part of "backslash" but most stress on the second part of "forward slash". I conclude that the grammatical difference is the same: "backslash" is a single word, while "forward slash" is a phrase -- a syntactic combination of two words.
I'm not saying, nor denying, that the "forward" in this phrase is an adjective, like the two model cases I mentioned. I don't know what it is. But I do think that "forward" is an independent word, unlike the "back" in "backslash".
So I think that the conventional spelling of "backslash" without an internal space, unlike "forward slash", makes perfect sense.