of course. Like e.g. dynamoDB?
Here are some examples of non-blocking calls from C# to dynamoDB that you could make from a lambda
https://matthiasshapiro.com/2017/03/21/tutorial-dynamodb-in-...
The rest of the AWS SDK for .Net core is like that too. All those Async methods.
Http should also be done in a non-blocking, awaitable way too.
The deleted comment is exactly right - Async/awaits operators are the .Net mechanism to avoid blocking calls, and they are available here.
EDIT: I write this as someone who does no web programming and has only toyed with AWS. This was my understanding from what I read, but not something I actually made.
What mechanism is the DB 'sending' data via? Is it just the response part of the initial query? Then it's executing in the context of the same lambda function. You -could- then call another lambda function from the running lambda function (but why?), but more, what was the function that executed the query doing while it waited?
If it had something it -could- be doing, it should be doing it, so non-blocking is important. If it had nothing it could be doing, it literally does not matter if it was a blocking call or not; it doesn't effect anything.
Now, if you meant you have a trigger in the DB that calls another lambda function, such that the original lambda could complete, yes, of course you could do that. However, if this was a GET style call, not a PUT, your options to get the data back to the user are limited if you don't just keep the REST request open and respond that way. Certainly, any other solution is more complex, probably more expensive, and may not be possible.
So there is no reason at all not to do it in a lambda.
Inefficient ? Yes. The quest for the $15 page refresh continues.