Is there any facility to allow direct SQL inserts/selects? if yes, which SQL platform? thanks

Using RBridge from Lite-C to get to R & then SQL tables & store procedures is one way.

https://manual.zorro-project.com/rbridge.htm
https://support.rstudio.com/hc/en-us/articles/214510788-Setting-up-R-to-connect-to-SQL-Server-

If there is ANOTHER way, please kindly share that info.
Thanks

Here's one way:

Write a C++ DLL that exports C functions. You will import this DLL in Zorro. It will communicate directly with your SQL server in its native protocol.

For example, for communicating with MySQL, you can use the MySQL Connector/C++ library:
https://dev.mysql.com/doc/connector-cpp/8.0/en/

A ready-to-go option is RBridge & library(odbc)
https://support.rstudio.com/hc/en-us/articles/214510788-Setting-up-R-to-connect-to-SQL-Server-

You asked for a direct method, and your example solution is indirect. My answer still stands.