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

I made a few more modifications that I liked:

hi pythonInterpolation gui=italic
hi pythonStringModifier gui=bold