Is it possible for a Nintex form to use a udc/.udcx data connection file created in infopath?
You could see if you can resolve this using web services.... However, I found another post and I asked the writer to elaborate on how she linked the two. I assume this is for SP2013+ on-premise?
Update: check the "another post" link where you find the answer I received from Lily Seifu. It comes down to using a Build String action for the SQL connection command (INSERT .....) and use it in a Execute SQL action, where you also have to specify db specifics and credentials. Hopefully this helps.
As a clarification, I don't want to store all results of the query in the SP list; most are for display purposes.