There are two differences between implicit and explicit pass-through:
Using explicit pass-through, you have to use the local SQL dialect instead of SAS SQL. So you may have to change the code quite a bit from what you are used to. On the other hand a lot of the other SQL dialects have some nifty constructs, which you may not have in SAS.
When doing SAS SQL on libnames that refer to external databases, it only becomes pass-through if you are careful not to use SAS functions that are not representable in the SQL dialect of the external database. I think you can see the documentation of which functions are supported in the SAS/ACCESS documentation for the various databases.
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