You can just specify the ASCII code number for the character instead of quoting the character.
create temp table testtable (x integer, y integer);
select *
from external 'c:\temp\testdata.csv' sameas testtable
using (remotesource 'odbc' delim 44);
In this case ASCII character 44 is a comma "," character.
ASCII table reference: http://www.asciitable.com/
