>>Yes, that's exactly what is happening. I always put both commands together
>>
>>insert into ...
>>select SCOPE_IDENTITY()
>
>But in then you wrap that inside an explicit SQL Transaction ? Or is there some way to send 2 SQL commands like that inside the same SPT so they are part of the same implicit transaction?

You're just sending as many commands as you need in one batch. They all will be part of one implicit transaction if implicit transactions are turned on.

In other words, you can do

text to lcSQL textmerge noshow
  insert into ....
  values (<<....>>, )) ;
 select scope_identity() as NewPK
endtext

and then send this text to SQL Server using SQLExec.