Learn French: L'informateur parle malgré la surveillance et l'interrogatoire. - The informant speaks despite the surveillance and the interrogation.

Yes, absolutely. Both malgré and en dépit de mean 'despite' or 'in spite of', and both are followed directly by a noun. You could completely swap it to say en dépit de la surveillance et de l'interrogatoire. En dépit de simply belongs to a slightly more formal register, whereas malgré is extremely common in everyday speech and writing.

Why is it malgré la surveillance rather than just malgré surveillance like in English?

In French, nouns almost always require an article, including abstract concepts or general categories that skip the article in English. After prepositions of concession like malgré or en dépit de, you must retain the definite article (le, la, les, l') before the noun.

What gender is l'interrogatoire, and is there a rule for words ending in -oire?

It is masculine (un interrogatoire). Words ending in -oire can be tricky because many common ones are feminine (like la mémoire or la gloire). However, nouns derived from verbs that indicate the result of an action or a place (like le laboratoire or l'interrogatoire) are generally masculine.

Should I make a spoken liaison between and ?