But this doesn't happen. I guess what must be happening is that the
room stat is shutting off the boiler before all the TRVs have closed.
Failing that, how do I tell if I have a boiler interlock or not?

If you have a room stat, then you almost certainly have a boiler interlock.

To test if you have a boiler interlock, with the system cold, set all TRVs
and room thermostats very low. Now turn the central heating on. If the
boiler fires, then you have no interlock.

Christian.