That's always nice when a student goes to that much trouble. It makes it a lot easier if I have to clarify the question before voicing it so that I'm not having to manage all of that while voicing at the same time. Of course I don't expect students to do that but I bet your interpreter appreciated it.
Actually, I personally prefer it your way. It makes it so much easier for me to know if the student is asking me, the interpreter, something, or if it's being directed at the teacher. You're right, mostly the students do look at me when asking a question and I almost always have to ask whether they are directing their question to the teacher. I had one student who would always raise her hand and look right at the teacher when asking questions and look at me when asking for interpreting clarification, and it was very helpful. Plus, as you say, it's a good clue to the teacher that she should talk back to the student, not the interpreter, and make that connection with the student. I don't think the teacher in that class ever made the mistake of talking to me or saying "Tell her..."