Getting errors when installing and using sp_blitz with `sqlcmd.exe`?

Question

I installed this third party thingy, sp_Blitz.

sqlcmd -S localhost -U sa -i ./sp_Blitz.sql

But when I run

1> EXEC sp_blitz;
2> go

I get,

Warning: Null value is eliminated by an aggregate or other SET operation
Msg 1934, Level 16, State 1, Server x230, Procedure sp_blitz, Line 4338

INSERT failed because the following SET options have incorrect settings: 'QUOTED_IDENTIFIER'. Verify that SET options are correct for use with indexed views and/or indexes on computed columns and/or filtered indexes and/or query notifications and/or XML data type methods and/or spatial index operations.

Attempts at the server

When I try to configure QUOTED_IDENTIFIER I get,

1> sp_configure 'QUOTED_IDENTIFIER';
2> GO
Msg 15123, Level 16, State 1, Server x230, Procedure sp_configure, Line 62
The configuration option 'QUOTED_IDENTIFIER' does not exist, or it may be an advanced option.

That's having previously run sp_configure 'show advanced options', 1; RECONFIGURE;

Attempts at the client

sqlcmd.exe

Ok.. So sqlcmd.exe's docs say

-I Sets the SET QUOTED_IDENTIFIER connection option to ON. By default, it is set to OFF. For more information, see SET QUOTED_IDENTIFIER (Transact-SQL).

However, running with -I will show SESSIONPROPERTY('QUOTED_IDENTIFIER') as 1 but it doesn't seem to work either

sqlcmd -S localhost -U Sa -I
Password: 
1> EXEC sp_blitz;
2> GO
Warning: Null value is eliminated by an aggregate or other SET operation.
Msg 1934, Level 16, State 1, Server x230, Procedure sp_blitz, Line 4338
INSERT failed because the following SET options have incorrect settings: 'QUOTED_IDENTIFIER'. Verify that SET options are correct for use with indexed views and/or indexes on computed columns and/or filtered indexes and/or query notifications and/or XML data type methods and/or spatial index operations.

mssql-cli

This starts up with SESSIONPROPERTY('QUOTED_IDENTIFIER') set to 1 by default, but it generates the same error as above.

Answer 1

sqlcmd.exe's docs say

-I Sets the SET QUOTED_IDENTIFIER connection option to ON. By default, it is set to OFF. For more information, see SET QUOTED_IDENTIFIER (Transact-SQL).

The solution running it in sqlcmd (recreate the stored proc with -I),

sqlcmd -S localhost -U sa -I -i ./sp_Blitz.sql

Like this,

You may need to recreate the proc. I would recommend you run it on SSMS because you will get an ugly format result