您可以使用递归cte：

with recursive cte(cid, sid, name, l) as (
   select si.course_id, si.student_id, s.name, 1 from students_in si 
   join student s on s.id = si.student_id where si.course_id in (select si1.course_id 
      from students_in si1 join student s1 on s1.id = si1.student_id and s1.name = 'Sally') and s.name != 'Sally'
   union all
   select si.course_id, si.student_id, s.name, c.l + 1 from cte c 
   cross join students_in si
   join student s on s.id = si.student_id 
   where si.course_id in (select si1.course_id 
      from students_in si1 where si1.student_id = c.sid) and si.course_id  != c.cid and si.student_id != c.sid and c.l < 3
)
select distinct sid, name from cte where name != 'Sally'

See fiddle.

With Recursive coursemates As (
    Select y.student_id, 1 as removal
    From students_in x Inner Join students_in y
        On x.course_id=y.course_id
    Where x.student_id=2
  UNION
    Select y.student_id, r.removal+1
    From coursemates r Inner Join students_in x
        On r.student_id=x.student_id
      Inner Join students_in y
        On x.course_id=y.course_id
    Where removal<=2
)
Select c.student_id, min(c.removal) as howfar, min(s.name) as student_name
From coursemates c Left Outer Join student s
    On c.student_id=s.student_id
Where student_id <> 2
Group By c.student_id
Order by 2, 1

有点冗长，但也比您的尝试更一般化，因为您可以控制深度。
一些防御性补充：1.在学生表上进行左连接，以防那里没有R.I.。2.从结果中过滤掉Sally（不关心Robert和Sally在一起，然后Sally和Robert在一起）

根据需要多次重复加入，也不错，但可能不太优雅：）

with rel as ( --join student->student thru course
select t1.student_id s1Id, t2.student_id s2Id 
from students_in t1 inner join students_in t2 
  on t2.course_id=t1.course_id
where t2.student_id<>t1.student_id
group by t1.student_id,t2.student_id
)
,four as(
select  t1.s1Id as s1Id1 ,t2.s1Id s2Id1,t2.s2Id s2Id2 ,t3.s2Id s3Id2 
from rel t1 left join rel t2 on t2.s1Id=t1.s2Id and t2.s2Id<>t1.s1Id
 left join rel t3  on t3.s1Id=t2.s2Id and t2.s2Id<>t1.s1Id
      and t3.s2Id<>t1.s1Id
where  t1.s1Id=2  
group by t1.s1Id ,t2.s1Id,t2.s2Id,t3.s2Id
)
select t1.s1Id1,t1,s3Id2,s1.name,s3.name,s4.name,s6.name
from four t1
inner join student s1 on t1.s1Id1=s1.id
inner join student s3 on t1.s2Id1=s3.id
inner join student s4 on t1.s2Id2=s4.id
inner join student s6 on t1.s3Id2=s6.id