See the SQL query that gets executed when saving entry I'm creating a pretty specific entry with some fields. And I want to create the from a third party app. For that, I'd like to see the SQL query that get executed.

I've tried it with events, entries.onBeforeSaveEntryand content.saveContent but I cannot get the query itself.
If you add the devMode setting to your config, you should then be able to view the Javascript Console in your browser to see the SQL Queries being run.

In particular you're looking for the Profiling Summary Report.

Also, you can view the Craft Logs at /admin/utils/logs, when you are logged into the Control Panel.