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An early preview of LINQPad for .NET Core 3 Desktop is now available for download:
https://www.linqpad.net/LINQPad6.aspx

In addition to targeting .NET Core 3, there are a bunch of new features:

• You can now add references to other .linq files, via the the new #load directive.
• The extensibility model for writing custom data context drivers has been updated for LINQPad 6.
  Creating a project is now as simple as running a LINQPad script, and publishing it is as simple as publishing a NuGet package.
• When executing a selection in 'C# Program' mode, the selected text can now call other methods in the query.
• The 'Go to definition' shortcut (F12) now works for symbols defined in My Extensions (as well as #load-ed queries).
• Outlining now works in statements mode, too, if you have #regions or methods defined.
• If you hold down the control key anywhere in the editor, it will display the quick-info tooltip, as well as any errors or warnings on that line.
• If you type /// before a member, LINQPad will now expand it into a simple (one-line) XML summary. These summaries are picked up from #load-ed queries, as well as My Extensions.
• The back-end for the NuGet Package Manager has been re-written to be faster and more reliable. It now works directly from the local user cache,
  and recognizes reference assemblies and native dependencies in line with .NET Core protocols.
  When restoring packages, LINQPad 6 searches all enabled package sources.
• Queries now automatically re-loaded when the file is changed externally.
• When calling file-based methods such as File.Open, the editor now offers autocompletion on the file path.
• There are new options available when calling Dump - to suppress column totals, control repeating headers, and specify a depth at which to initially collapse the results.
• When compiling your queries, LINQPad 6 preferences reference assemblies over runtime assemblies. If the reference assemblies for the current
  .NET Core runtime version have not been installed, LINQPad will offer to download the appropriate NuGet package.
• LINQPad 6 supports soft cancellation. By monitoring this.QueryCancelToken, your query can respond to the Cancel button, and
  elect to end early without the underlying process being killed.
• You can now connect to SQL CE databases without installing SQL CE. LINQPad will automatically download the NuGet package as required.

It's a huge project. Most of the work has been in bringing the current experience to .NET Core. For example, being able to reference a .NET Core library - and have its dependencies resolve correctly - is a non-trivial task that consumed some weeks. The removal of AppDomains, in most cases, means spinning up separate processes for isolation, and communicating with those processes cannot be done with Remoting, because that's gone, too.

I've also had to re-write the back-end for the NuGet package manager. The good news is that it's now faster because it loads assemblies directly from the local user package cache. It also now able to properly handle native dependencies using .NET Core's convention-based protocol and the new AssemblyLoadContext.

The DataContext driver model has also been revamped so that you can write and deploy third-party drivers just by publishing a NuGet package.

I'm hoping to release a preview in June - will keep you posted.

I just installed the new 4.47 LINQPad on my machine, and am very pleased to see the command-line option being present in this version!

For those who didn't do it yet: download the 4.47 version from the beta section and extract lprun.exe to the same directory as LINQPad.exe. To use lprun.exe from any Command Prompt or PowerShell console on your machine, add the path where you execute LINQPad from to your system path (I use "C:\Program Files\LINQPad\") as follows:

Right click 'Computer', then click 'Properties', 'Advanced system settings'. Click 'Environment Variables'. Look for the variable Path in the System variables section, select it, and click the Edit button. Add the above mention path to the Variable value (overly concerned warning: do not remove the current value, use the arrow-right key to move to the end and dehilight the current selection and use a semi-colon to separate the current value from your LINQPad path) and click OK.

When you open a new command prompt or PowerShell console window, you can now run lprun whenever you want! It opens up new ways of interacting with your system, and even with PowerShell. Joe, thanks a lot!