Within the gnuplot shell you use `<` at the start of a "filename" like

    gnuplot> plot '<pipeline'

It just uses system(3) for "pipeline". So, technically you could have a whole script in there with maybe tricky gnuplot-quoting/escaping of shell stuff.

You do have 2 different history logs this way - the shell one and the plot one while the uplot way is integrated.

If you really want integrated, you could drive gnuplot with temp files, though each shell command-line would probably have to pass a lot of controls. E.g.,

    #!/bin/sh
    cat > /tmp/dat          # should use mktemp -d
    cat > /tmp/p.gpi <<-EOF
    plot '/tmp/dat' $*
    EOF
    gnuplot /tmp/p.gpi

and then

    $ seq 1 10 | gpl with lines

It is an exercise for the reader (well, it has probably been done N times...) to harden the temp paths, clean up afterward, generalize to source user/maybe per-directory `foo.gpi` setup and so on.

In the unlikely event temp space is actually any sort of issue then you might be able to use mkfifo (I've never tried) or else generate a .gpi script that uses the plot '<string' syntax escaping `string`.