If you really have '.\config' in the string, that would be the problem. That's a string literal using \c as one of its characters. Even if you have '.\\config' or r'.\config', both of which specify a literal backslash, that would still be wrong:
$ cat eleme.py
import xml.etree.ElementTree as ET
root = ET.fromstring("""
<root>
<config>
source
</config>
<config>
source
</config>
</root>""")
print r'using .\config', root.findall('.\config')
print r'using .\\config', root.findall('.\\config')
print 'using ./config', root.findall('./config')
$ python2.7 eleme.py
using .\config []
using .\\config []
using ./config [<Element 'config' at 0x8017a8610>, <Element 'config' at 0x8017a8650>]