An interview of Daney by Bill Krohn is available on Steve Erickson's site:
"Les Cahiers du cinéma 1968-1977: Interview with Serge Daney", The Thousand Eyes, no. 2, 1977, p. 31.
And here are a few interviews conducted by Daney:
Taking Chances - Interview with Lea McCarey by Serge Daney and Jean-Louis Noames (Louis Skorecki)
Daney interview “Godard Makes [Hi]stories” in Raymond Bellour and Mary Lea Bandy eds., Jean-Luc Godard son+image 1974-1991, New York: Museum of Modern Art, 1992.