This would, at a bare minimum, be stupidly expensive; but I wonder if it would at least be possible to build functional and transparent rockets.
It’s my understanding that synthetic sapphire shows up in some missile nose cones, since it is substantially more durable than glass and IR or visible band homing systems aren’t going to work so well under a layer of aluminum; but I wouldn’t be at all surprised if the game changes considerably if you venture over where the cryogens live; or down in the combustion area.
Virtually certain to not be the optimal approach, since nobody is even trying it; but merely foolish or straight impossible?