Hi Giom,
Yes, Druid SQL has come a long way and is pretty stable now.
The new MSQ engine only supports SQL, not native query format, so if you want to use MSQ you will have to use SQL.
I am a longtime Oracle and SQLServer veteran, and in the past 18 months my use of Druid queries has been exclusively via SQL. I do like the fact that SQL queries submitted against the regular (non-MSQ) engine are parsed into JSON native format, and you can view that format via the Explain facility in web console. MSQ has a similar "Explain plan for ..." syntax that you can use.
I would definitely encourage you to try using it, and use this forum for help and collaboration in your efforts.
Thanks. John