I'll click the "Execute SQL script" icon again, and execution will start. I go through this process a hundred or more times every day, so it is very ingrained - highlight query then click Execute. I ...

To execute a script opening, each query results in a separate tab, press Ctrl+Alt+Shift+X or click Execute -> Execute Statements In Separate Tabs on the context menu or SQL Editor -> Execute ...

The EXECUTE statement cannot be stored as part of an SQL Procedure Pass-Through Facility query in a PROC SQL view.