In the mean time...

The plugin I've been working on (external-tool) already allows you to run sql with a keyboard shortcut.  You would just have to write a simple bash script and it can take whatever is currently highlighted or the current document and output the results to the bottom panel as text.  Eventually, I'm planning on adding a table to the potential output for the plugin.  Using this method would allow you to decide if you output to a buffer (copy-able) or to a table, since there seems to be differences of opinions on what would be correct behavior.

At the very least, my plugin would be a good starting point for an SQL-specific plugin.

Here is my plugin "in action":

Here is the kind of script you could use:

#!/bin/bash
echo \"$GEANY_SELECTION\" > /tmp/temp.sql
mysql -hdatabase -uroot -ppassword < /tmp/temp.sql > /tmp/output.csv
cat /tmp/output.csv

I hope this helps,

Steve