One solution, is to add support to the csharp language so that "" isn't the only scheme used for strings.
For another string terminator to the C# language - I'm a fan of backtick in ES6.
string test = `He said to me, "Hello World". How are you?`;
But also, the doubling idea in Markdown might be better:
string test = ""He said to me, "Hello World". How are you?"";
The code does not work at the date of this post. This post is a solution where the visitors to this Q&A jump onto this csharplank ticket for C# and upvote it - https://github.com/dotnet/csharplang/discussions/3917