I would have been surprised if you knew ZZQ
It's my personal customized COS command for DO $SYSTEM.SQL.Shell()
But I'm also aware you are selling and pushing PY.  OK
And I use happily COS and its predecessor for 45 years which made ISC big
And I dislike black painting its values.

@Guillaume Rongier 
your terminal example is just poor , (sorry!)  pauvre
I do it his way, easy to read and easy to follow, (your notation)

SAMPLES>zzq
SQL Command Line Shell
----------------------------------------------------
The command prefix is currently set to: <<nothing>>.
Enter q to quit, ? for help.
SAMPLES>>  << entering multiline statement mode >>
        1>>CREATE TABLE test.formation (
        2>>    name varchar(50) NULL,
        3>>    room varchar(50) NULL
        4>>)
        5>>go
1.      CREATE TABLE test.formation (
            name varchar(50) NULL,
            room varchar(50) NULL
        )
 
0 Rows Affected
statement prepare time(s)/globals/lines/disk: 0.0122s/1724/14836/0ms
          execute time(s)/globals/lines/disk: 0.4004s/68198/594881/177ms
                          cached query class: %sqlcq.SAMPLES.cls47
---------------------------------------------------------------------------
SAMPLES>>  << entering multiline statement mode >>
        1>>INSERT INTO test.formation
        2>>(name, room)
        3>>VALUES('formation1', 'salle1')
        4>>go
1.      INSERT INTO test.formation
        (name, room)
        VALUES('formation1', 'salle1')
 
1 Row Affected
statement prepare time(s)/globals/lines/disk: 0.0113s/2622/28346/0ms
          execute time(s)/globals/lines/disk: 0.0009s/13/143/0ms
                          cached query class: %sqlcq.SAMPLES.cls48
---------------------------------------------------------------------------
SAMPLES>>q
SAMPLES>

this might do it:

Class User.Scott 
{
ClassMethod Clean(infile, outfile) As %Status
{
  set in=##class(%Stream.FileCharacter).%New()
  do in.LinkToFile(infile)
  set out=##class(%Stream.FileCharacter).%New()
  set out.Filename=outfile
  do in.Rewind()
  while 'in.AtEnd {
    set line=in.ReadLine()
    set last=($e(line,*)="|")
    if last set sc=out.WriteLine(line)
    else  set sc=out.Write(line)
  }
  do in.%Close()
  set sc=out.%Save()
  quit sc
}
}

THX for pointing

it still exists:

ClassMethod Build(f As %Integer)
{
 s a="#" f i=F:-1:1 w ?i,a,! s a=a_"##"
}

Just forget my contribution.
I'm not interested in digging for secrets!
I leave that to Indiana Jones    
my code is deleted ! it's not my type of fun

Hmm!
Where did you see the enclosing quotes? 
they are invisible in my browser.

I understand this. Have experienced it as well.

I could imagine 2 variants:

• creating a "clone" of the CSP based "synchronous" Queries we know from C/E
  to have the unique session
• just using xDBC based tools such as Squirrel, DBeaver, WinSQL, .....
  which is probably better since SMP mimics ODBC mode, but doesn't
  use real xDBC connection
• external xDBC provides a 1:1 connection as a terminal session would do.     

I use the suggested common method for length calculation

/// write ##class(Golf.Task2).length()
ClassMethod length(
	class = {$classname()},
	method = "Build") As %Integer
{
  #dim methodObj As %Dictionary.MethodDefinition
  set methodObj = ##class(%Dictionary.MethodDefinition).IDKEYOpen(class, method)
  quit methodObj.Implementation.Size
}

also in terminal:
USER>p
         s (b,h)="*" f L=f:-1:1  w ?L,b,! s b=b_h_h
         F i=1:1:f K s,c S ($P(s," ",f-i+1),$P(c,"#",i*2))="" W s,c,!
 
  

65  ???

You should really read the docs in detail

LOAD DATA ......<filename>
 'D:\Intersystem\IRISHealth\Mgr\'   is just a directory, not a file
and you need all access rights
I would expect something like 'D:\Intersystem\IRISHealth\Mgr\tablename.txt'
 
Did you use $system.SQL.Shell() to launch it ?

if it's just for variables System Management Portal may do it.