No, it is not supported currently in hdbc.
Though i see no purpose for this kind of feature.
How would it be better than
let sql1 = "select 1,2,3 union all select 2,3,4"
sql2 = " select 'a', 'b'"
c <- connectODBC connectionString
rs1 <- quickQuery c sql1 
rs2 <- quickQuery c sql2 
or if you really insist on having dirrerent records with different number of fileds and types of fields in one list (hmm weird but ok) you could do this:
return $ rs1 ++ rs2