Cross Database Join Query Follow
Answered
As per subject does datagrip support this feature ?
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Could you specify databases you want to use mentioned feature?
MSSQL
What do you mean by "support"?

One can execute queries, completion works, resolve works too.
Is it possible to join 1 table from oracle database with 1 table from SQL server or snowflake database?
There is an issue https://youtrack.jetbrains.com/issue/DBE-8805 that met your description.