PySpark development is now fully supported in Visual Studio Code. Through an extension built for the aforementioned purpose, users can run Spark jobs with SQL Server 2019 Big Data Clusters.

You can use VB.NET or C# to write procedural code and create user-defined types and aggregates in SQL Server.

I would just write the SQL in my favorite syntax highlighting SQL management tool of choice and then copy/paste it into my code when needed. You could always embed ".SQL" files as resources and ...

I know you can install Windows 11 for ARM in Parallels and then run Visual Studio and SQL Server on top of that (with ARM-x64 emulation, I guess?), but IIS support was missing last I checked.