Tal,
You are welcome. Regarding your need for it to be defined on the Statement Level, the document states that this is explicitly not possible ""In SQLScript, recursion is defined on the procedure level (i.e., read-only procedures can call themselves) instead oF the statement level.". (the F instead of an N is my editing, I believe its a type-o).
I´m currently on the same problem/research hence eventhough it looks like we are a dead end, if I find something I´ll be sure to post it here.
SQLscript being "ANSI compliant" is a broad description since ANSI SQL has a couple of variants or revisions. I´ve seen a couple of blog entries indicating that HANA SQLscript is ANSI 92 compliant and that would explain why recursive calls is not supported whilest being (SAP SQLscript) ANSI compliant (recursive calls were introduced on ANSI SQL 1999).
I have still to find a SQLscript ANSI compliance matrix,I´ll keep looking.
Cheers,
Esteban