Capturing Historic SQL and can I find historic sql logs with session info in metadata tables

I'm looking to capture historical SQL queries in SQL Server, along with associated user/session/application information, CPU time, execution time, and table size for auditing purposes. I've explored several methods with a focus on minimizing performance impact with minimum external logging:

  1. SQL Server Audit: Efficient and built-in, suitable for capturing DML statements with moderate overhead. However, it can generate large audit files.
  2. Extended Events: Lightweight and highly configurable for detailed DML event logging with low overhead, though setup can be complex.
  3. Change Data Capture (CDC): Captures data changes by reading the transaction log, suitable for ETL and data warehousing with moderate performance impact.
  4. DML Triggers: Provides real-time logging but can significantly impact performance on high-transaction tables, making them less ideal for general use.
  5. **Query Store: Focuses on query performance over time, but doesn’t capture a complete history of executed statements.**I've also created an Extended Events session for detailed logging of executed batches. Here’s the SQL for setting it up:

CREATE EVENT SESSION [Detailed_Execution_Logs] ON SERVER ADD EVENT sqlserver.sql_batch_completed( ACTION ( sqlserver.sql_text, sqlserver.database_name, sqlserver.server_principal_name, sqlserver.client_hostname, sqlserver.client_app_name ) ) ADD TARGET package0.event_file( SET filename = N'./Detailed_Execution_Logs.xel', max_file_size = 10, max_rollover_files = 5 ) WITH ( EVENT_RETENTION_MODE = ALLOW_SINGLE_EVENT_LOSS, MAX_DISPATCH_LATENCY = 30 SECONDS, MEMORY_PARTITION_MODE = NONE, TRACK_CAUSALITY = OFF, STARTUP_STATE = OFF );

I’d appreciate any insights or recommendations on capturing SQL statements effectively while minimizing performance impacts!

You can consider this as option:

sp_BlitzFirst - Brent Ozar Unlimited®