That should just work (\n). Check out sample #5 - animation. In tk2dDemoAnimationController.cs, void AnimationEventDelegate(tk2dAnimatedSprite sprite, tk2dSpriteAnimationClip clip, tk2dSpriteAnimationFrame frame, int frameNum),
it constructs a multiline string and sets it to a textmesh.
Perhaps there is an issue with encoding?
Another thing that could be an issue is the number of characters, perhaps its clipping at 6 characters?