Is there a formatted byte string literal in Python 3.6+?

No. The idea is explicitly dismissed in the PEP:

For the same reason that we don’t support bytes.format(), you may
not combine 'f' with 'b' string literals. The primary problem
is that an object’s __format__() method may return Unicode data
that is not compatible with a bytes string.

Binary f-strings would first require a solution for
bytes.format(). This idea has been proposed in the past, most
recently in PEP 461. The discussions of such a feature usually
suggest either

• adding a method such as __bformat__() so an object can control how it is converted to bytes, or

• having bytes.format() not be as general purpose or extensible as str.format().

Both of these remain as options in the future, if such functionality
is desired.