I tried with the parameter (or removing it from the query entirely),  but no change. Indeed, the error message only refers to the first parameter:

LITERAL ('PERSON') expected, IDENTIFIER (Person) found DECLARE QRS CURSOR FOR SELECT ...

If I send a literal value ('123') then everything works, but it doesn't seem to want to deal with a column reference, but I don't understand why if it can cope with that fine when I expand out the query? eg

SELECT Person.ExternalReference
FROM QUASAR_KYC_Person.Person Person
WHERE NOT EXISTS (

    SELECT Fund.InternalReference,Fund.ShortName,ISNULL(FundClosure.ClosureStatus,'Open') AS ClosureStatus,'P' AS Linktype
    FROM QUASAR_Core_Client.Client AS Client
    INNER JOIN QUASAR_KYC_Fund.Fund AS Fund ON Client.Number=Fund.InternalReference
    LEFT JOIN QUASAR_GDPR_Close_Fund.FundClosure As FundClosure ON Client.Number=FundClosure.ID
    WHERE Client.ClientMarketIndicator='C'
    AND Client.Number IN
    (
        SELECT Client
        FROM QUASAR_KYC_Person.FundLink
        WHERE Person->InternalReference=Person.ID
    )

)

Hi, Thanks! I get the same error when doing a WHERE 0< ...

CUSTOM_MyQuery is a SELECT statement with a parameter. It seems to work fine if I pass in a value, but now a column reference, but I'm not sure why? What's strange is if I replace the call to CUSTOM_MyQuery with the whole contents of that SELECT statement, with TableA.ID instead of the parameter, it works.

My real-world CUSTOM_MyQuery is 

/// Linked Funds via Person->Fund link
Query LinkedFundsByPerson(personId As %Library.Integer, RWOOnly As %Library.Boolean) As %Library.SQLQuery(CONTAINID = 0, ROWSPEC = "Number:%Integer, Name:%String, Status:%String, LinkType:%String")
{
SELECT Fund.InternalReference,Fund.ShortName,ISNULL(FundClosure.ClosureStatus,'Open') AS ClosureStatus,'P' AS Linktype
FROM QUASAR_Core_Client.Client AS Client
INNER JOIN QUASAR_KYC_Fund.Fund AS Fund ON Client.Number=Fund.InternalReference
LEFT JOIN QUASAR_GDPR_Close_Fund.FundClosure As FundClosure ON Client.Number=FundClosure.ID
WHERE Client.ClientMarketIndicator='C'
AND Client.Number IN
(
SELECT Client
FROM QUASAR_KYC_Person.FundLink
WHERE Person->InternalReference=:personId
)
}

(the second parameter isn't used but is there for legacy reasons - doesn't seem to matter if I remove it)

Oh I see! But doesn't that leave the same issue I have with disabling the UNION'd second half at run time? The only way I can think of is passing it in as a parameter and have the second WHERE clause including

WHERE :doUnion = 1

...but that will still do the second query, and discard it after the fact, I believe, which is inefficient. It might be possible to do with via a CASE statement or IF ELSE somehow? Not sure...

Yes I can put a UNION within a single Class_Query - that's my current approach (see first post), but the issue I have is disabling the UNION half, either within the SQL statement (inelegant and it appears inefficient, at least the way I tried in my first post), or somehow running two Class_Queries into one ResultSet (with the second being enabled at runtime based on a parameter).

The queries are too complex to maintain as strings and concatenate them together that way. They need to remain Class_Queries.