Does Ignite SQL only operate on already available dataset in memory?

I implmented a custom cache store for Ignite backed by DynamoDB:

public class DynamoDBCacheStore extends CacheStoreAdapter<Integer, String> {

    public DynamoDBCacheStore() {
       // initialize the DynamoDB client
    }

    @Override
    public String load(Integer key) throws CacheLoaderException {
        // impl here
    }


    @Override
    public void write(Cache.Entry<? extends Integer, ? extends String> entry) throws CacheWriterException {
        // impl here
    }

    @Override
    public void delete(Object key) throws CacheWriterException {
        // impl here
    }
}

I would like to enable SQL support for this so I can use the cache with JDBC driver:

CacheConfiguration<Integer, String> cacheCfg = new CacheConfiguration<Integer, String>()
        .setCacheStoreFactory(FactoryBuilder.factoryOf(DynamoDBCacheStore.class))
        .setCacheMode(CacheMode.PARTITIONED)
        .setAtomicityMode(CacheAtomicityMode.ATOMIC)
        .setName(cacheName)
        .setReadThrough(true)
        .setWriteThrough(true)
        .setIndexedTypes(Integer.class, String.class)

IgniteConfiguration cfg = new IgniteConfiguration()
        .setIgniteInstanceName("embedded-ignite")
        .setClientMode(false)
        .setCacheConfiguration(cacheCfg);

However, when the cache is empty (cold start) without calling the cache.loadCache(), SQL API doesn't trigger read through behvaior. So the following code prints nothing:

// Running SQL query
String sql = "SELECT * FROM LookUpTable WHERE id = ?";
try (QueryCursor<List<?>> cursor = personCache.query(new SqlFieldsQuery(sql).setArgs(25))) {
        for (List<?> row : cursor) {
                System.out.println(row);
        }
}

Using the Key/Value API, read through behavior is enforced:

IgniteCache<Integer, String> cache = ignite.getOrCreateCache(cacheName);
cache.get(25);

Does SQL API only operates on dataset that is already residing in-memory? What would be the approach in case underlying storage is bigger than Ignite capacity?

Yes, SQL reads only from in-memory data and native persistence, not from third-party storage, see https://ignite.apache.org/docs/latest/persistence/external-storage :

However, SELECT queries never read through data from the external database.