The EntityServerSaveInterceptor is running within the context of an EntityServer WCF service, so to access the HttpContext you must set the aspNetCompatibilityEnabled flag in the web.config.
<system.serviceModel>
<serviceHostingEnvironment aspNetCompatibilityEnabled="true" />
</system.serviceModel>
If you do this, also be sure to set the targetFramework on the httpRuntime element:
<system.web>
<httpRuntime targetFramework="4.5"/>
</system.web>
Alternately, you can grab the IP address directly from WCF, like this:
var ctx = OperationContext.Current;
var endpoint = ctx.IncomingMessageProperties[RemoteEndpointMessageProperty.Name] as RemoteEndpointMessageProperty;
string ip = endpoint.Address;
You'll need to add a reference to the System.ServiceModel assembly to use these types.