The closest thing is https://github.com/rspeele/Rezoom.SQL which once compiled in your F# project, can be used in C# by referencing the generated assembly.
Although this is nothing to do with string interpolation, the "typed string interpolation" refer to the F# printf format specifiers.
You could also build such tool separately using FSharp.Compiler.Service (possibly using the analyzer infrastructure for ionide: https://github.com/ionide/FSharp.Analyzers.SDK), AFAIU there will be consolidation of this type of tooling relying on FSharp.Compiler.Service in the future to make this integrated to all F# tooling.