Can I rewrite a view's query SQL directly? Can I modify the SQL generated by the Views Query Builder? Views doesn't support subquery out of the box, so I'm just wondering if I can add the final line to my query manually?

Background info:
The query I'm trying to perform looks a little like this:

select full_name, email, users.uid
from
cloudsponge
inner join 
`users` on users.uid = cloudsponge.importer_uid
where cloudsponge.email not in (select mail from users)


It's worth pointing out that all tables have millions of rows so performance is also important (I haven't checked this query on a large dataset yet).
try hook_query_alter. Views queries should pass though this hook allowing you to alter them. https://api.drupal.org/api/drupal/modules!system!system.api.php/function/hook_query_alter/7