Fill between slices effect requires that slice views are aligned with segmentation axes. Download Slicer nightly build tomorrow or later. That version shows a warning button if there is a misalignment and clicking it will align your slice viewers to the volume.
You can edit the interpolation while the Fill between segments is active - then you have to provide a complete segmentation in that slice. After you applied Fill between segments, then you should be able to make any small adjustments. If it does not work then maybe it is caused by the same misalignment as described above and the same fix applies.
