Full SQL pushdown can only be achieved if all sources and the target in a data flow are tables in the same database (or in linked databases). A SQL Insert into a file is just not possible.
You can include a Data_Transfer transform just before the target file. Select Table for "Transfer Type", specify the Table Name (make sure the temp table will be created in the source db) and check the "Enable Transfer" box. In this way your data flow will be split in 2 sub-flows:
- In sub-flow 1 a full SQL pushdown is possible
- Sun-flow 2 will copy all records 1-to-1 from the temp table to the file.