I am getting support from a plugin and they want me to run a SQL query on Jira. I see a lot of information on SQL queries, but none on how to get to the location to type the SQL string. What am I missing. I seem to remember doing this before in 8.5, but I cannot find this feature in 9.4 Data Center.
That's something you might want to discuss with your system admin (those that maintain the backend, installed the db, etc.).
Jira does not have any direct SQL interface unless one is provided/made by a plugin.
Plugins aside, normally, the database is running on a server, you need to know where it runs, which database "name" Jira is using, and a user that has access to that database. All of which are configured in { jira_home }/dbconfig.xml
You also use clients to talk with it, and different database types use different clients. For example, PostgreSQL (which should be the most common with Jira) packs 'psql' which is a command line interface - https://wiki.postgresql.org/wiki/PostgreSQL_Clients#psql
Again though, it's best to discuss this with someone familiar with the backend since there are some technicalities as you can see, and touching production databases without knowing exactly what you're doing can be dangerous.
If the query is read-only, it's likely to be safe - the worst you can do is overload your database server, leading to poor performance or even a crash of the service.
Never write to an Atlassian database unless expressly instructed to by support, and only do it when the service is not running, and you've taken a full backup of it.
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