Does anyone know if there is work being done to add JSX syntax to C# (either into the language directly or as part of a pre-processor)?

The CSharpLang github[1] repository would be where to look for this. I didn't find anything that mentioned adding language support for it, and IIRC, in the past they rejected the idea of inline XML or JSON support.

Going the other way of C# inside HTML, you have Razor[2] and Blazor[3], the latter of which is a prototype of Razor running in the browser via web assembly.

[1]: https://github.com/dotnet/csharplang [2]: https://docs.microsoft.com/en-us/aspnet/core/mvc/views/razor [3]: http://blog.stevensanderson.com/2017/11/05/blazor-on-mono/