See the code below. Since my issue exists on github, I can simply demonstrate my exact issue with the example code block below. Basically, when a # is used within an f-string, then it appears to break the syntax highlighting. It looks like the "#" in the f-string gets interpreted as the start of a comment, even though this is correctly handled for non-f-srings. The # in the format string is used to get the alternate form for the hex conversion. Here is an example of what the "#" does in a format string as well as demonstrate the bug:

>>> # syntax highlighting works here...
>>> i = 5
>>> '{:#04x}'.format(i)   # <-- not using an f-string is fine
'0x05'
>>> f'{i:04x}'
'0005'
>>> f'{i:#04x}'           # <---- this line breaks the syntax highlighting
'0x05'
>>> f'{i:04x}'            # <-- syntax highlighting is broken!
'0005'
>>> '{:#04x}'.format(i)   # <-- syntax highlighting is broken!
'0x05'
>>> 

Here is a screenshot to demonstrate the issue (for future reference) since, after this bug is fixed, the code above will presumably have the correct highlighting:

Edit: corrected the 4th output from 0x05 to 0005