Using SQL persistence requires very little configuration (implementation detail), however, using SQL transport is more of an architectural decision then an infrastructure one as you are changing to a broker style architecture, that has implications you need to consider before going down that route.
ServiceControl and ServiceInsight persistance:
Although the ServiceControl monitors MSMQ as the default transport, you can use ServiceControl to support other transports such as RabbitMQ, SqlServer as well, Here you can find the details of how to do that
At the moment ServiceControl relies on RavenDb for it's persistence and it is not possible to change that to SQL as ServiceControl relies on Raven features.(AFIK) There is an open issue for expiring data in ServiceControl's data, see this issue in github
HTH