Are there any Sovereign Debt Guarantees, apart from those issued by the US?
Has any other state done anything like this before? Who, when, where?

Yes, one (relatively) recent example from 2010 is EU member states guaranteeing portion of Greek debt see the Guardian article about it (although technically the countries are all in loose (con)federation).
Another example could be UK guaranteeing Irish land bonds in between 1920–1938 (see Foley-Fisher &amp; McLaughlin 2016).
It is also commonly done by supranational organizations such as World Bank (of course World Bank is not a state but it gets its funds from donor states so you can view it as donor states running the program through the World Bank).

Is this an efficient form of foreign aid?

Well this is extremely broad question because efficiency could be examined from multiple angles, and as always an important question in public economics is compared to what?
The abovementioned research by Foley-Fisher &amp; McLaughlin (2016) shows that such guarantees can reduce but not eliminate the risk premium. So they have a positive effect on reducing country's servicing costs. However, I am not aware of literature that would compare and contrast efficacy of this foreign aid program relative to some other programs that might perhaps use the same resources more efficiently. This being said debt guarantee is likely to be much less costly for donor country, so it would not be unreasonable to conjecture that it could be part of efficient foreign aid policy mix.