The tooling around sql is pretty awful. I was looking for a vscode plugin to get some syntax highlighting and linting for postgres yesterday, and just gave up. There are plenty of administrative tools that help with connecting to dbs and showing the results in a nice table, but nothing that really helps with writing it (or at least nothing of high quality that I could find).
https://www.jetbrains.com/datagrip/ and Postico are pretty great for PG I think. I'm using them every day and having the option to attach DataGrip to a directory of queries in your code and directly executing them from there with set variables is pretty sweet.
It's helping you write queries by auto formatting and good auto completion.