In the past I have changed SQL Server compatibility level using an Alter Database
statement. Is there a way to do it for an individual query rather than setting it for the complete database?
Starting with later versions of SQL, (I believe SQL 2017 and afterward), you can add this as a query hint.
SELECT * FROM my_table QUERY_OPTIMIZER_COMPATIBILITY_LEVEL_100
for example, to run in 2008 mode. Or you could change the 100 to 150 to run in 2019 compatibility mode or anywhere in-between.