Learn Portuguese (Portugal): Eles terão interrogado o homem durante a noite. - They must have interrogated the man during the night.

In Portuguese, the Futuro Composto (Future Perfect) is frequently used to express a deduction, probability, or strong assumption about a past event. Even though the tense has 'future' in its name, in this context it translates naturally to 'must have done' or 'probably did' in English.

Is there a more conversational way to say 'must have interrogated'?

Yes, in everyday spoken Portuguese, you will hear devem ter interrogado much more often for this exact meaning. Using the Futuro Composto (terão interrogado) is perfectly correct but sounds a bit more formal, like something you would read in a newspaper or hear on a news broadcast.

The subject is plural (Eles). Why doesn't the participle become plural too (interrogados)?

When you build a compound tense using the auxiliary verb ter, the past participle never changes to agree with the subject. It always stays in the masculine singular form (interrogado). It would only agree with the subject if you were using the passive voice with ser or estar, like in Os homens foram interrogados.

Could I say de noite instead of durante a noite here?

You could, but durante a noite is usually a better fit for this sentence. durante a noite points to a specific timeframe (during the course of that specific night), whereas de noite is more general, meaning 'at nighttime'. In a police or investigative context, pointing to the specific time period is more natural.