You should be able to do this with IntelliJ e.g. where you can inject a language into a string. This is quite handy as you can reformat and open the string in a separate editor if needed.

The caveat is that it does not work well if you are composing the SQL queries from multiple small parts.

see https://www.jetbrains.com/help/idea/running-injected-sql-sta...

I suppose that other editors or IDE can do similar things.