There is also the Kusto Detective Agency site where you learn by pretending to be a detective investigating leads using the the data. You also get a little certificate at the end. https://detective.kusto.io/
Yes, me too!! I think the most natural way to think about more complex data manipulations is as a series of functions.
I think there's a lot love for SQL, and people can tend to get a little defensive around new query languages. But I think having a better suited query languages to is often a much nicer solution than ORMs.