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I don't think there is a fundamental difference between OOP and FP in this regard, but I am not familiar with a very good example of a functional DSL. For SQL, I found https://github.com/bitemyapp/esqueleto, which is nice but naturally has some Monad-related syntax, so I guess it won't convince many Java programmers ;)
An example for an object-oriented DSL with these properties is https://www.jooq.org/, which essentially implements SQL in Java. If you know SQL but not Java, there is a good chance you can read it.
You can see a simple demonstration of some of these ideas in my implementation of the halt simulator from a daily programmer thread 8 years ago.