[SDPhantom]

Loaded the texture using both notations and it's working fine using either of these.

"Interface\\ChatFrame\\ChatFrameColorSwatch"
[[Interface\ChatFrame\ChatFrameColorSwatch]]

Here's a copy of the test code:

local tex=UIParent:CreateTexture(nil,"BACKGROUND");
tex:SetTexture("Interface\\ChatFrame\\ChatFrameColorSwatch");
tex:SetPoint("CENTER");
tex:SetSize(16,16);