Love HeidiSQL!!!
Using Version 9.1.0.4867 (64 bit) and Windows 7 Home Premium with SP1, I cannot open .sql files in query tabs if the paths have spaces in the directory and/or file names.
For example, this fails:
C:\"Program Files"\HeidiSQL\heidisql.exe C:\Users\"My Username"\Desktop\SQL\Daily Active Users.sql
But this works:
C:\"Program Files"\HeidiSQL\heidisql.exe C:\DAU.sql
Obviously there is a work around.