I'm not sure, I get correctly, what you neeed, but here's my idea.

var result = string.Empty;
for (var i = 0; i < output.Length; i += 2)
{
    result += string.Format(@"\x{0}{1}", output[i], output[i + 1];
}

Be adviced - I wrote it out of my head, so may have some spelling errors, but should be some good starting point for you :-)

Pretty simple string manipulation

str = "\\x" + str.Replace(" ", "\\x");

In .NET Core we can do this very efficiently using string.Create(). I.e. no extra allocations, in contrast to the other proposed solutions.

The method below correctly (and efficiently) handles arguments with spaces. E.g. these inputs yield correct result:

• "00 fe ff 01 ff ff ff 01 00 01 00 00 02 01 00 ff 54 5b"
• "00feff01ffffff0100010000020100ff545b"

Sample code

public static string Hexify(string s)
{
    // NOTE: See remarks!
    // var length = (s.Length - SpaceCount(s)) * 2;
    var length = s.Length * 2;
    
    return string.Create(length, s, (chars, state) =>
    {
        int i = 0;
        int j = 0;
        while (i < state.Length - 1)
        {
            if (state[i] == ' ')
            {
                i++;
                continue;
            }

            chars[j++] = '\\';
            chars[j++] = 'x';
            chars[j++] = state[i++];
            chars[j++] = state[i++];
        }
    });
}

Remarks

Note that the length of the resulting string can vary, depending on spaces. If the length of the result is important (i.e. trailing NUL characters are not accepted) you need to know before-hand which of the two input formats you are dealing with. Then simply implement SpaceCount() and use it as shown above.

Update

Seems you are just trying to convert a hex string to a bye array

Linq appoach

string output = maincode + parameter + checksum;

var result = Enumerable.Range(0, output.Length)
        .Where(x => x % 2 == 0)
        .Select(x => Convert.ToByte(output.Substring(x, 2), 16))
        .ToArray();

Tested with Raspberry pi UARTS

This code was tested with device which has the same requiremnt as yours hat need to have string with "\Xxx" syntax and it works with the below sample code.

    string decString = "test1"; // any message 
    byte[] bytes = Encoding.ASCII.GetBytes(decString);// converting message string to ASCII HEX
    string hexString = BitConverter.ToString(bytes);
    hexString = hexString.Replace("-", "");
  

    var convert = string.Empty;
    for (var i = 0; i < hexString.Length; i += 2)
    {
        convert += string.Format(@"\x{0}{1}", hexString[i], hexString[i + 1]);
    }


    Console.WriteLine(result);
}