They're very useful to decode results in objects of the language and extremely useful to migrate the database.
I don't know about C# but probably the slow downs you're experiencing are in the decode phase.
I'm ok with stored procedures but I'd use them only where it makes sense.
( * ) I know no tool that can write queries like that but it would be great.
This is mainly because entity framework is terrible. It’s slow enough that the lack of speed which is worse in Linq gets negligible. It’s unproductive in that it’s really verbose and unintuitive in how it works, especially code first. And worst of all, it’s migrations often break, leading to a lot of time fixing it.
So if you’re doing C# I’d probably keep doing raw sql if I were you.
Django by contrast has an excellent ORM, and with node you have stuff like prisma (though it doesn’t have a mssql driver.
So really, I’d suggest you looked into python for your services.