\[ y'(x)=\frac {(y(x)-\text {Si}(x))^2+\sin (x)}{x} \] ✗ Mathematica : cpu = 60.7604 (sec), leaf count = 0 , could not solve
DSolve[Derivative[1][y][x] == (Sin[x] + (-SinIntegral[x] + y[x])^2)/x, y[x], x]
✓ Maple : cpu = 0.074 (sec), leaf count = 15
\[ \left \{ y \left ( x \right ) ={\it Si} \left ( x \right ) + \left ( {\it \_C1}-\ln \left ( x \right ) \right ) ^{-1} \right \} \]