RNAi can happen in the nucleus as well. This is better documented in C.elegans but there are some references supporting nuclear RNAi in mammalian cells too:
Yes is the short answer.
These are known as silencing RNAs or interfering RNAs
The longer answer is
You would need much more RNA than you could easily administer to the epithelial cells of the mucosa and other tissues that viruses like SARS-CoV-2 infect, so as to cover each individual cell. In addition you would need to be able to deliver it to those tissues ...