[kardos]

Surely there must be a way to do the joins in software, without doing it by hand, eg a SQL-like library? Pandas or equivalent?

[Rohansi]

Of course - but that is the best case scenario. You will need to support other kinds of queries as well, including writes, which is where it gets even more complicated. The guarantees provided by your RDBMS go away when you shard your database like this. Transactions are local to each database so writes to multiple cannot be a single transaction anymore.