Honestly, I'm not entirely comfortable with the idea of third parties directly executing SQL queries on customer databases. If it all goes wrong, we have to dig out back-ups to fix it. This is not a slight on anyone's abilities, I've deleted an entire table of customer tickets with a mistyped query. It happens.
We are not going to create a system where third parties have access to the client databases. There is no audit trail for what actions were taken. When our team need to access a cloud site, we complete a reason form which is stored to form part of an audit trail so we know exactly what was accessed and why. We also have to access via a fixed IP address VPN so there is a data trail.
We take our cloud customer's security and data very seriously.
The SQL toolbox should have been removed a decade ago in all honesty. As we move forward with our cloud platform, more and more SQL tables will be stored centrally and not exposed to the client in any case, meaning admins won't have access to all the data the community uses which could case a lot of confusion.
(Edited later to add:)
In terms of what to do with debugging, I do sympathise. I generally made prodigious use of the simple \IPS\Log::log( json_encode( $data ), 'argh_send_help' ); logger. I have also in the past used \IPS\Db::i()->select(...); in combination with \IPS\Log::log() to inspect a single row of data.