Do they offer rationale for using a multi-character delimiter? Can they use a single char?
It can be useful do understand why this is being used so that alternatives might be explored. The rationale likely is “the ‘||’ is used as it is not expected to ever exist in data values” but there are other ways to address that, such as using a different single-char field delimiter that also is not expected to be in data values. Before implementing a workaround might be useful to understand what is behind the use of that delimiter.
Edit: It is advisable to avoid and and all “pre-” or “post-processing” activities in an attempt to coerce the format and account for variations. Strive to keep it simple. Of course, you’ll be limited by what the target system can do. RFC 4180 - Common Format and MIME Type for Comma-Separated Values (CSV) Files is a great reference for how to structure delimited files and support all data values.