I feel like question relating to sqlcmd.exe, (ie command line tags, setting other editors, using with third party terminal enhancements) belong in a separate category than those related to "SQLCMD Mode" syntax in SSDT and SSMS.
As an example My question is all about sqlcmdmode and nothing to do with sqlcmd.exe. However, this question has nothing to do with sqlcmdmode, and very specific to sqlcmd.exe.