Are these two definitions of the state-action value function equivalent?

I have been reading the Sutton and Barto textbook and going through David Silvers UCL lecture videos on YouTube and have a question on the equivalence of two forms of the state-action value function written in terms of the value function.

From Question 3.13 of the textbook I am able to write the state-action value function as $$q_{\pi}(s,a) = \sum_{s',r}p(s',r|s,a)(r + \gamma v_\pi(s')) = \mathbb{E}[r + \gamma v_\pi(s')|s,a]\;.$$ Note that the expectation is not taken with respect to $$\pi$$ as $$\pi$$ is the conditional probability of taking action $$a$$ in state $$s$$. Now, in David Silver's slides for the Actor-Critic methods of the Policy Gradient lectures, he says that $$\mathbb{E}_{\pi_\theta}[r + \gamma v_{\pi_\theta}(s')|s,a] = q_{\pi_\theta}(s,a)\;.$$

Are these two definitions equivalent (in expectation)?

Your definition is correct, as $$q_{\pi}(s,a)$$ is conditioned on $$a$$, so you don't need to write $$q_{\pi}(s,a)$$ as an conditional expectation that depends on $$\pi$$. In fact, the conditional expectation is taken wrt the probability distribution $$p(s',r|s,a)$$. However, you need the subscript $$\pi$$ in $$v_\pi(s')$$ because $$v_\pi(s')$$ is defined as the expected return by following $$\pi$$ starting in $$s'$$.
If you didn't write $$q_{\pi}(s,a)$$ in terms of $$v_\pi(s')$$, then you could write $$q_{\pi}(s,a)$$ as an expectation that depends on $$\pi$$, because, in that case, $$q_{\pi}(s,a)$$, is defined as an expectation of the return (after having taken $$a$$ in $$s$$), which depends on $$\pi$$ (see equation 3.3 of Sutton & Barto book, p. 58). Of course, this way of writing $$q_{\pi}(s,a)$$ is equivalent to writing it in terms of $$v_\pi(s')$$.
I think David Silver's notation might be an abuse of notation. In his equation, the policy is parametrized by $$\theta$$, so I think he wants to emphasize that you will estimate the state-action value function (critic) based on $$\pi_\theta$$ (actor). Alternatively, he uses $$\pi_\theta$$ as a subscript of $$\mathbb{E}_{\pi_\theta}$$ to emphasize that the future return starting in $$s'$$, after having taken action $$a$$ in $$s$$, still depends on $$\pi_\theta$$.