I was testing the federated SPARQL queries using "service". There are two issues:

• only low-case "service" is accepted, i.e., SPARQL with "SERVICE" would fail. This was fixed for next release.
• "string" variables get retrieved as null. This is new.

Sorry, I do not have time to create a small reproducible example.
Below, two examples of querying the same SPARQL endpoint, one with

from pandas import DataFrame
from rdflib.plugins.sparql.processor import SPARQLResult

def sparql_results_to_df(results: SPARQLResult) -> DataFrame:
return DataFrame(
data=([None if x is None else x.toPython() for x in row] for row in results),
columns=[str(x) for x in results.vars],
)

qf="""
PREFIX tsmodel: http://siemens.com/tsmodel/
PREFIX vobj: http://siemens.com/tsmodel/VAROBJECTS#

 SELECT ?x ?node_name ?idx 
 {      
    service <http://localhost:8080/sparql>
    {
        ?x a tsmodel:VAROBJECTS .
        ?x vobj:idx ?idx .
        ?x vobj:node_name ?node_name .
    }
  }

"""

results=graph.query(qf)
df=sparql_results_to_df(results)
df.head(20)

x node_name idx
0 http://siemens.com/tsmodel/VAROBJECTS/idx=1 None 1
1 http://siemens.com/tsmodel/VAROBJECTS/idx=2 None 2
2 http://siemens.com/tsmodel/VAROBJECTS/idx=3 None 3
3 http://siemens.com/tsmodel/VAROBJECTS/idx=4 None 4
4 http://siemens.com/tsmodel/VAROBJECTS/idx=5 None 5

import sparql_dataframe

endpoint = "http://localhost:8080/sparql"

q = """
PREFIX tsmodel: http://siemens.com/tsmodel/
PREFIX vobj: http://siemens.com/tsmodel/VAROBJECTS#

SELECT ?x ?node_name ?idx {
?x a tsmodel:VAROBJECTS .
?x vobj:idx ?idx .
?x vobj:node_name ?node_name .
}
"""

df = sparql_dataframe.get(endpoint, q)
df.head()

x	node_name	idx

0 http://siemens.com/tsmodel/VAROBJECTS/idx=1 ns=3;s="ultrasonicLeft" 1
1 http://siemens.com/tsmodel/VAROBJECTS/idx=2 ns=3;s="voltageL1-N" 2
2 http://siemens.com/tsmodel/VAROBJECTS/idx=3 ns=3;s="voltageL2-N" 3
3 http://siemens.com/tsmodel/VAROBJECTS/idx=4 ns=3;s="voltageL3-N" 4
4 http://siemens.com/tsmodel/VAROBJECTS/idx=5 ns=3;s="currentL1" 5

I do have more examples like this. As I have checked, "int", "float", "datetime" work fine. But, "string" variables are always get "NULL".