When using Visual Studio, select a pending change to a .sql file. Select \"Compare with Latest\" or \"Compare with Workspace Version.\" The file opens in the Diff Window.
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What you want is not currently possible. This link from the Visual Studio Developer Community says:
We have determined that this issue will not be addressed in the upcoming release. We will continue to evaluate it for future releases.
You can vote on the issue at the link and get status updates from Microsoft if it changes.