It would be a bit annoying to have to prepare outside and pass in every SQL literal you need to use in your query.

I'd rather have SQL API taking not strings but a special type that string can't be directly converted into without escaping (by default).

In C++ tagged literals could be used to create this special type easily. Similar constructs exist in some other languages

Literally a library can generate SQL statements and compile them

JS and PHP has tagged literals

But they have to be “escaped” properly before being interpolated!

That's the whole point of having a separate type for queries. Whenever you try to glue a string to a query the string gets escaped.