fstrings.vim

" ~/.vim/after/syntax/python.vim or ~/.config/nvim/after/syntax/python.vim
syn match pythonEscape +{{+ contained containedin=pythonfString,pythonfDocstring
syn match pythonEscape +}}+ contained containedin=pythonfString,pythonfDocstring

syn region pythonfString matchgroup=pythonQuotes
      \ start=+[fF]\@1<=\z(['"]\)+ end="\z1"
      \ contains=@Spell,pythonEscape,pythonInterpolation
syn region pythonfDocstring matchgroup=pythonQuotes
      \ start=+[fF]\@1<=\z('''\|"""\)+ end="\z1" keepend
      \ contains=@Spell,pythonEscape,pythonSpaceError,pythonInterpolation,pythonDoctest

syn region pythonInterpolation contained
      \ matchgroup=SpecialChar
      \ start=+{{\@!+ end=+}}\@!+ skip=+{{+ keepend
      \ contains=ALLBUT,pythonDecoratorName,pythonDecorator,pythonFunction,pythonDoctestValue,pythonDoctest

syn match pythonStringModifier /:\(.[<^=>]\)\?[-+ ]\?#\?0\?[0-9]*[_,]\?\(\.[0-9]*\)\?[bcdeEfFgGnosxX%]\?/ contained containedin=pythonInterpolation
syn match pythonStringModifier /![sra]/ contained containedin=pythonInterpolation
syn match pythonStringModifier /\zs *= *\ze[}:!]/ contained containedin=pythonInterpolation

hi link pythonfString String
hi link pythonfDocstring String
hi link pythonStringModifier PreProc

That would make sense, this files assumes you're using the default highlight groups, bundled with Vim.

All groups will be highlighted, except things that aren't expressions (should probably contain more stuff here but I forgot):

syn region pythonInterpolation contained
      \ matchgroup=SpecialChar
      \ start=+{{\@!+ end=+}}\@!+ skip=+{{+ keepend
      \ contains=ALLBUT,pythonDecoratorName,pythonDecorator,pythonFunction,pythonDoctestValue,pythonDoctest

After a quick look, it seems this would make sense if you're using python-syntax:

syn region pythonInterpolation contained
      \ matchgroup=SpecialChar
      \ start=+{{\@!+ end=+}}\@!+ skip=+{{+ keepend
      \ contains=pythonExpression

Thank you! This should be part of the standard Vim distribution!