ZFS and SSD caches and SQL databases

So I'm planning on a build for my home setup, just for learning, and was
wondering if anyone with experience in either OLTP SQL db's (specifically
MSSQL) and ZFS could help out.

What I'm thinking of doing is creating a SSD only dataset just for indexes.
So when I execute a create index <blah blah>... on [specify a filesystem,
usually primary or secondary etc] I'll point it to the zvol of SSDs.

But I was wondering if ZFS would be better able to handle that and instead
use the SSDs as a cache device for reads and have a slog for writes. I mean
it already has ample amount of RAM to do primary caching. The unknowns are
whether or not SQL server would be better suited to do this or if ZFS
would.

If I give the SSDs to ZFS and use some for writing and some for reading
won't the devices only cache sequential things?