Prova questo se puoi assicurarti che tutte le date di inizio e di fine siano continue :
with t1 as --tag first row with 1 in a continuous time series
(
select t1.*, case when t1.column1=t2.column1 and t1.column2=t2.column2
then 0 else 1 end as tag
from your_table t1
left join your_table t2
on t1.EmployeeId= t2.EmployeeId and dateadd(day,-1,t1.StartDate)= t2.EndDate
)
select t1.EmployeeId, t1.StartDate,
case when min(T2.StartDate) is null then null
else dateadd(day,-1,min(T2.StartDate)) end as EndDate,
t1.Column1, t1.Column2
from (select t1.* from t1 where tag=1 ) as t1 -- to get StartDate
left join (select t1.* from t1 where tag=1 ) as t2 -- to get a new EndDate
on t1.EmployeeId= t2.EmployeeId and t1.StartDate < t2.StartDate
group by t1.EmployeeId, t1.StartDate, t1.Column1, t1.Column2