I am looking for a way on T-SQL to be able to query all the shards at same time.
It looks like Sitecore is using a ShardManager that is used on code, which makes sense for them. But I used SQL a lot to create custom queries to find and validate Sitecore xDB data.
We keep our SQL in Azure, so I am looking into elastic queries. But it seems like a lot of lifting to get there. https://docs.microsoft.com/en-us/azure/sql-database/sql-database-elastic-query-horizontal-partitioning