Laundry list of desired features:

1. Export Query to Dotnet SDK Project.
2. Import / Export CSX (C# Script) Files
3. Incorporate the C# Interactive Runtime and add immediate window, Like Visual Studio. Would be a huge help during debugging.
4. Add Unit Test Management with support for MSTest, nUnit and xUnit projects.
5. Seriously consider adding a Report Builder. LinqPad is already 75% of the way to replacing MS Access. This could put the nail in the coffin for MS Access.

I like to format error messages and other output with Markdown to make it easier to create reports from code (I typically use LinqPad to free-hand test code and apply weird edge cases or explorer difficult bugs). Seein my output properly formatted will help me and my clients visual what their code is doing. And adding support to render PlantUML would also rock.

Utils.SaveString is awesome, but would be nice to have some kind of viewer/browser to see what is being stored

Have a setting to format document on save.
In visual studio I use codemaid and whenever I save files it formats them.
Would be nice as one of those menu elements with a checkmark beside them.

Given that a natural thing to cache would be a download of a file, being able to use the asynchronous methods of HttpClient inside the Util.Cache delegate, without shortcircuiting with .GetAwaiter().GetResult() would be nice.

I use LINQPad like any other code environment. As such I need to keep code repositories segregated. It would be helpful to be able to jump from one folder to the next without have to reconfigure LINQPad My Queries location. Am guessing there would be quite a challenge to the Search My Queries functionality... I would not expect the search to also search these "subfolders".

SQL Server keeps track of all queries, including the text. Sometimes queries don't work as expected (timeout, errors, etc.) but sometimes it's also very useful to have a record of everything that is done as a log. I see the generated SQL. I'd like to know the C# that was entered into the query window. As an option, could you add this as a comment?

Pin scripts - like chrome tabs.

I use 4 keys scripts to do my job every day. Every day I need to open these and order them how I like. Great if I could pin them like Chrome tabs

As an avid user of Jetbrains, I'm always looking for things that are integrated with jetbrains (mostly for my key/vim bindings). Would it be reasonable to make this a plugin so we could use some of the functionality from within the IDE?

Now you can only find and replace in the current document, but it would be useful to search in all opened scripts.

... so we can fix the things that annoy us ourselves. I'm tired of seeing the same annoyances year after year, unfixed

Comparing the IL C#1 view to ILSpy, the one thing (other than font) that makes it easier to understand in ILSpy is that it includes output for the fields storage, e.g. the IL C#1 for the expression await Console.In.ReadLineAsync() generates a MoveNext that refers to fields we can't see the definition for in LinqPad but can see in ILSpy.

While working on code I really missing the way to raise current row one position up and down by shortcut. The simplest and well known shortcut for that is alt-arrow-up and alt-arrow-down.

Rather than explicitly writing to a log file, I often just export the dump window after running a query.

I have not found a way to programmatically create this export - something like

Util.ExportDump(filename, ExportFormat.Html).

Example:
public AttributeValue(Position start, Position end, string rawValue, /QuoteKind quoteKind,/ bool expression)

Don't automatically update and relaunch from a registered product to a newer version we don't have the license for.

I appreciate the product but this is an appalling show-stopping bug guys.

I've disabled automatic updates for 9001 days to "temporarily" fix the problem but I shouldn't have to do this.

1. Open the context menu when a tab is right clicked, even if it is not the current tab.

2. Have a close tab button (visual studio style X) on each tab.