Since I collect all data via stored procs, I am not sure how a sub query would work in CR. It's been years since I tried to manipulate the CR query...so it would seem more of a subreport situation...
but if you are comfortable with SQL, why not get the data via a stored proc, then you could select all the data that you want in one pass and it would be just reading the data from the stored proc and formatting rather than hitting the database again.
HTH