So I was able to reproduce you issue with Dask and dask-sql latest version.
But adding
import dask
dask.config.set({"dataframe.convert-string": False})
Before any other thing in my code solved it.
An issue is already opened here: [QST] NotImplementedError: The python type string is not implemented (yet) · Issue #1225 · dask-contrib/dask-sql · GitHub.