In a template, pass the URL as {xen:raw} and in PHP pass false as the third parameter to new XenForo_Phrase().
Though I have to say... this is not something I've had to worry about before.
Are you saying you're just passing a URL string such as: "index.php?param1=1¶m2=2" and it's changing & into &?
I have tested this and I do not need to use any of the methods I mentioned to get this to work.
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