SQL Is mostly used to query data from databases (which is important for a lot of machine learning projects). The actual machine learning stuff is usually implemented in python/R.

Can you do it? Probably, yes. But that'll be very ugly and inefficient if you can even make it work.
So better use something that's designed for it like Python or R.

Yes. See for example https://cloud.google.com/bigquery-ml/docs/introduction. There are other similar implementations.

I’m not suggesting it’s a good idea nor have I seen it used, but you you can try.