I haven\'t used vim in a Unix system in a while, but as I recall there was no \\r, it was always \\n.
I\'m using gVim under windows and when I search for new
Behind the scenes, Vim uses \r (carriage returns) to save End-Of-Lines (regardless of the fileformat, which only matters when the file is being read or written). Vim uses \n to represent NULs. However, you search for EOL as \n, but in the replacement, \n stands for NUL. It's explained in :h sub-replace-sepcial. Searching for \r will find carriage returns that weren't part of the fileformat's EOL. There is a long explanation at :h file-formats.