sp_Blitz: address PR review feedback

Three fixes from the PR review:

1. Pass @suppress_quotename = 1 to every sp_ineachdb call. sp_ineachdb's
   default quotes the replacement (QUOTENAME'd [mydb]), which combined
   with sp_Blitz's sp_MSforeachdb-style USE [?] and [?].schema.object
   patterns would produce malformed identifiers like USE [[mydb]] on
   box SQL. @suppress_quotename = 1 substitutes the bare name and
   matches sp_MSforeachdb's behavior exactly.

2. README note that sp_Blitz now requires sp_ineachdb, with install
   ordering guidance for users installing scripts individually.

3. Build Installation Scripts.ps1 now places sp_ineachdb.sql ahead of
   sp_Blitz in the generated Install-All-Scripts.sql, so the dependency
   is installed before any proc that calls it.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

Author: BrentOzar

Documentation/Development/Build Installation Scripts.ps1

@@ -151,9 +151,17 @@ if (Test-Path $BlitzFirstPath) {
 Write-Host "  Built: Install-Azure.sql"
 
 # ── Install-All-Scripts.sql ──────────────────────────────────────────────────
-# All sp_*.sql except sp_BlitzInMemoryOLTP.sql and sp_BlitzFirst.sql
-$allContent = Get-ChildItem -Path $RepoRoot -Filter "sp_*.sql" |
-    Where-Object { $_.Name -notlike "*BlitzInMemoryOLTP*" -and $_.Name -notlike "*BlitzFirst*" } |
+# All sp_*.sql except sp_BlitzInMemoryOLTP.sql and sp_BlitzFirst.sql.
+# sp_ineachdb.sql must come first because sp_Blitz (and others) call it at
+# runtime — putting it ahead of sp_Blitz means the dependency exists by the
+# time later procs execute per-database checks.
+$IneachdbPath = Join-Path $RepoRoot "sp_ineachdb.sql"
+$allContent = @()
+if (Test-Path $IneachdbPath) {
+    $allContent += Get-Content -Path $IneachdbPath -Raw -Encoding UTF8
+}
+$allContent += Get-ChildItem -Path $RepoRoot -Filter "sp_*.sql" |
+    Where-Object { $_.Name -notlike "*BlitzInMemoryOLTP*" -and $_.Name -notlike "*BlitzFirst*" -and $_.Name -ne "sp_ineachdb.sql" } |
     ForEach-Object { Get-Content $_.FullName -Raw -Encoding UTF8 }
 
 # Append SqlServerVersions.sql

README.md

@@ -76,6 +76,8 @@ When you have a question about what the scripts found, first make sure you read
 ## sp_Blitz: Overall Health Check
 Run sp_Blitz daily or weekly for an overall health check. Just run it from SQL Server Management Studio, and you'll get a prioritized list of issues on your server right now.
 
+**Note:** sp_Blitz requires `sp_ineachdb` (also shipped in this repo) to be installed in the same database. `Install-All-Scripts.sql` installs both automatically, with `sp_ineachdb` placed first. If you're installing scripts individually, install `sp_ineachdb.sql` before `sp_Blitz.sql`, or sp_Blitz will fail at runtime on its per-database checks. See the [sp_ineachdb section](#sp_ineachdb-run-a-command-in-each-database) below for details.
+
 Output columns include:
 
 * Priority - 1 is the most urgent, stuff that could get you fired. The warnings get progressively less urgent.