Right now, Python 3.6b4 happily accepts the following:

    >>> f'{10:02\N{LATIN CAPITAL LETTER X}}'
    '0A'
    >>> f'{10:02X}'
    '0A'

I think that the first line should not be accepted (as we now don't accept escaped open curly brace).

At least this should be documented in the PEP as a thing that shouldn't be relied upon, i.e. something that might not be supported in the future versions.

Also this inconsistency: we already don't accept escaped letters after `!`:

>>> f'{min!\N{LATIN SMALL LETTER R}}'
  File "<stdin>", line 1
SyntaxError: f-string: invalid conversion character: expected 's', 'r', or 'a'

I don’t have Py 3.6 to test on, but won’t that make it unnecessarily inconvenient to use certain format codes? I.e. codes that involve non-ASCII characters, control codes, quote signs, or backslashes. Slightly silly use case:

>>> "The time is {:%I\N{DEGREE SIGN} %M\N{PRIME} %S\N{DOUBLE PRIME} %p}".format(datetime.datetime.now())
'The time is 01° 07′ 41″ AM'

I think this is documented. This is a result of supported nested expressions in the format_spec:

>>> an_x = "X"
>>> f'{10:02{an_x}}'
'0A'

there is also the most common.
'{10:02{0}}'.format(an_x)

Specifically, see: https://www.python.org/dev/peps/pep-0498/#format-specifiers

str.format() also works this way:
>>> '{0:02{1}}'.format(10, an_x)
'0A'

Should this issue be closed as "not a bug"?