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Is it possible to put INSERT followed by SELECT SQL statement into the SQL.Text property of TZQuery component?

I got a table has auto-incremented as primary key.
I want to insert a new record and get the last insert id from the table.

I wouldn't advise to do it in one query execution.
Just do the insert statement with the execsql method of the tzquery and then Open after setting the SQL.Text to 'select last_insert_id...'

But it much depends on what you try to do, because when you use the automatic update methods of tzquery/tztable the autoinc values of newly inserted records is retrieved automatically.
I don't know why you have to write the insert stratements manually. (I hope it's not a way to update/insert into a table you're showing in another dataset?)

Mark