Hi,
you can use the second method, and then don't include it in the signature file. Or you may declare escape2regex as private as in let private escape2regex = System.Text.RegularExpressions.Regex("[^a-zA-Z0-9_]") which ensures this definition is only callable from within the module.
Making sure it is both declared private and missing from the signature file makes it easy to see which definition won't appear in the signature or is not callable from outside when you read the implementation file, and it avoids cluttering the signature file...