Multiline command line (backslashes at the end) not working

This is command I'm trying to run

docker run --rm -it \
-v /PATH_TO_YOUR_DATA_DIR:/app/data \
--net=host \ # Remove line on windows and macOS
-e TERM=$TERM -e COLORTERM=$COLORTERM \ #Remove if you get errors/graphical glitches \

this is what I get

also paste into hyper-v VM does not work and for some reason launches some kind of, i guess screenshot tool.

Comments aren't allowed after backslashes.

Notice how the errors you're seeing are indicating lines of your script which are directly following the comments?

Also... I'm not sure what your script actually looks like. But based on what you pasted in your request, it looks like you also need to actually specify the path to your "data dir" - which generally means you remove the cookie cutter entries of a script. e.g...

...should be removed. Unless I'm mistaken, you can only use a system alias/shorthand for a variable in your $PATH. That bit of your script above does nothing for you and looks like it's the culprit for 1 of 3 of your errors (the docker: invalid reference format)