Command Line

Send escape in a command

<C-v><Esc> will print ^[ which will send escape in the command.

Join lines

Visually select the lines. :'<,'>j

Or, [range]j[lines]. eg. 5j20 would go to line 5, and join the next 20 lines.

Integrating directly with the shell

:.!bash will send the current line to the shell, and replace the line with the command output. bash can be any other shell command.

For example, running :.!python on:

for i in range(3): print(f'{i})')

will replace the line with

0)
1)
2)

More here.