My background is SQL & am finding challenging while handling some scenarios in SOQL. Here is my scenario:

We have 3 objects that are related (Parent_Obj -> Child_Obj -> Grand_Child_Obj).

We build Master-Detail relationship across these objects & captured data. Now, my job is to populate a new object Combined_Obj using Apex/SOQL which contains information from all the 3 related objects.

To me this is a straight forward activity in SQL (something like this):

INSERT INTO Combined_Obj (col1, col2,...)

SELECT Parent_Obj.Name, Parent_Obj.CourseName, Child_Obj.StudentName, Grand_Child_Obj.Marks
FROM Parent_Obj, Child_Obj, Grand_Child_Obj
WHERE Parent_Obj.ID = Child_Obj.Parent_Ref_ID
AND Child_Obj.ID = Grand_Child_Obj.Parent_Ref_ID;

Is something like this possible in SOQL?

I did a SOQL between 3 objects:

SELECT Child_Obj__c.ID, Child_Obj__c.Name, Parent_Ref__r.Name, 
(SELECT Name from GrandChild_Objs__r) from Child_Obj__c

But this is now need to be inserted back to into the Combined_Obj.

Is it possible to make SOQL to directly insert the selected data into Combined_Obj without processing through Apex loops?