When right-clicking on a query, add an option to close queries to the right of currently selected query. Dialog-wise when handling unsaved queries is at your discretion, but I can see something as follows:
-If there's no unsaved queries, don't prompt asking to save.
-If there's one unsaved query, do a prompt asking to "Save Query X?".
-If there are multiple unsaved queries, do a prompt asking to "Close all unsaved queries to the right of [currently selected query name]