I am assuming you want a sproc so you have some code which is reusable across many notebooks.  If so, Databricks supports several types of functions: https://learn.microsoft.com/en-us/azure/databricks/sql/language-manual/sql-ref-functions

However if your Redshift sprocs are all of the processing logic, you should convert those to notebooks instead.

I don't know of any program which will directly convert Redshift SQL to Python (or Databricks SQL).  An LLM might help, perhaps even the Databricks Assistant in the cloud IDE.