I think some of the reason is that there's so much coverage of writing SQL in its training set.

One thing that works very well is just giving it one or two example valid programs/statements in the custom language. It usually picks up what you're getting at very quickly.

When it slips up, you get good signal you can capture for improving the language. If you're doing things in a standard agent-y loop, a good error message also helps it course-correct.