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Yes -- making this a proper webpage with an embedded SQL editor like selectstarsql.com does would be a good next step

Are there any good ways to embed SQL in markdown? Like JupyterLab notebooks?

Yes, Azure Data Studio allows you to embed SQL in notebooks right out of the box: https://docs.microsoft.com/en-us/sql/azure-data-studio/noteb...

Thanks! I'll have to check that out.