Db2 11.1

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WITH source (d_date, emp_id, dept_id, course_id, f_priority, s_priority, deleted, d_timestamp) AS
( VALUES ('20190419', 'E1', 'D1', 'C1', 'Low',      2, 0, '2019-04-19 12:10:18'),
         ('20190521', 'E1', 'D1', 'C2', 'Medium',   2, 0, '2019-05-21 12:10:18'),
         ('20190521', 'E1', 'D1', 'C3', 'High',     4, 0, '2019-05-21 14:10:18'),
         ('20190521', 'E1', 'D1', 'C4', 'High',     4, 0, '2019-05-21 14:11:18'),
         ('20190621', 'E1', 'D1', 'C3', 'High',     4, 1, '2019-06-21 15:10:18'),
         ('20190621', 'E1', 'D1', 'C5', 'High',     4, 0, '2019-06-21 16:10:18'),
         ('20191021', 'E1', 'D1', 'C6', 'High',     8, 0, '2019-06-21 16:10:18'),
         ('20200121', 'E1', 'D1', 'C7', 'Critical', 4, 0, '2019-05-21 14:10:18'),
         ('20200121', 'E1', 'D1', 'C8', 'Critical', 4, 0, '2019-05-21 14:11:18'),
         ('20190419', 'E2', NULL, 'C1', 'Low',      2, 0, '2019-04-19 12:10:18'),
         ('20190521', 'E2', NULL, 'C2', 'Medium',   2, 0, '2019-05-21 12:10:18'),
         ('20190521', 'E2', NULL, 'C3', 'High',     4, 0, '2019-05-21 14:10:18'),
         ('20190521', 'E2', NULL, 'C4', 'High',     4, 0, '2019-05-21 14:11:18'),
         ('20190531', 'E2', NULL, 'C2', 'Medium',   2, 1, '2019-05-31 15:01:18'),
         ('20190621', 'E2', 'D2', 'C3', 'High',     4, 0, '2019-06-21 15:10:18'),
         ('20190621', 'E2', 'D2', 'C5', 'High',     6, 0, '2019-06-21 16:10:18'),
         ('20190721', 'E2', 'D2', 'C5', 'High',     6, 1, '2019-06-21 15:10:18'),
         ('20191021', 'E2', 'D2', 'C7', 'Low',      8, 0, '2019-06-21 16:10:18')
), all_dates (d_date) AS
( SELECT INSERT(INSERT(CHAR(min_dt+(a+b+c)  DAYS),5,1,''),7,1,'')
    FROM ( SELECT DATE(INSERT(INSERT(MIN(d_date),5,0,'-'),8,0,'-')), DATE(INSERT(INSERT(MAX(d_date),5,0,'-'),8,0,'-')) FROM SOURCE ) AS def(min_dt, max_dt)
      CROSS JOIN (VALUES 0,1,2,3,4,5,6,7,8,9) AS aa(a)
      CROSS JOIN (VALUES 00,10,20,30,40,50,60,70,80,90) AS bb(b)
      CROSS JOIN (VALUES 000,100,200,300,400,500,600,700,800,900) AS cc(c)
    WHERE min_dt + (a+b+c) DAYS <= max_dt
  UNION ALL
  VALUES '99991231'
), all_dates_and_emp_dept_courses (emp_id, dept_id, course_id, d_date, f_priority, s_priority) AS
( SELECT def.emp_id, def.dept_id, def.course_id, d.d_date,
         NULLIF(LAST_VALUE(CASE WHEN s.deleted=1 THEN 'DELETED' ELSE s.f_priority END, 'IGNORE NULLS') OVER (PARTITION BY def.emp_id, def.dept_id, def.course_id ORDER BY d.d_date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW), 'DELETED'),
         NULLIF(LAST_VALUE(CASE WHEN s.deleted=1 THEN -100 ELSE s.s_priority END, 'IGNORE NULLS') OVER (PARTITION BY def.emp_id, def.dept_id, def.course_id ORDER BY d.d_date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW), -100)
    FROM (SELECT emp_id, dept_id, course_id,
                 MIN(MIN(d_date))OVER(PARTITION BY emp_id, dept_id ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING),
                 MAX(MAX(d_date))OVER(PARTITION BY emp_id, dept_id ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING)
            FROM source
            GROUP BY emp_id, dept_id, course_id
         ) AS def (emp_id, dept_id, course_id, min_d_date, max_d_date)
      INNER JOIN all_dates d ON d.d_date BETWEEN def.min_d_date AND def.max_d_date OR d.d_date = '99991231'
      LEFT JOIN source s ON (def.emp_id, COALESCE(def.dept_id,'N/A'), def.course_id, d.d_date) = (s.emp_id, COALESCE(s.dept_id,'N/A'), s.course_id, s.d_date)
), all_dates_and_emp_dept_priorities (emp_id, dept_id, d_date, f_priority, s_priority, max_fs_priority, course_dtl, count_changes) AS
( SELECT emp_id, dept_id, d_date,
         f_priority, s_priority, LAST_VALUE(f_priority||'/'||CHAR(s_priority)) OVER (PARTITION BY emp_id, dept_id, d_date ORDER BY DECODE(f_priority, 'Low', 1, 'Medium', 2, 'High', 3, 'Critical', 4) NULLS FIRST, s_priority NULLS FIRST ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING),
         LISTAGG(course_id, ','),
         SUM(CASE WHEN COALESCE(LAG(LISTAGG(course_id, ',')) OVER (PARTITION BY emp_id, dept_id, f_priority, s_priority ORDER BY d_date),'N/A')=COALESCE(LISTAGG(course_id, ','),'N/A') THEN 0 ELSE 1 END) OVER (PARTITION BY emp_id, dept_id, f_priority, s_priority ORDER BY d_date ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING)
    FROM all_dates_and_emp_dept_courses
    GROUP BY emp_id, dept_id, d_date, f_priority, s_priority
)
SELECT DISTINCT emp_id, dept_id, course_dtl,
       MIN(d_date) OVER (PARTITION BY emp_id, dept_id, course_dtl ORDER BY count_changes RANGE BETWEEN 0 PRECEDING AND 0 FOLLOWING),
       MAX(d_date) OVER (PARTITION BY emp_id, dept_id, course_dtl ORDER BY count_changes RANGE BETWEEN 0 PRECEDING AND 0 FOLLOWING)
  FROM all_dates_and_emp_dept_priorities
  WHERE COALESCE(f_priority||'/'||CHAR(s_priority),'N/A')=COALESCE(max_fs_priority,'N/A')
ORDER BY emp_id, dept_id, 4
;

EMP_ID	DEPT_ID	COURSE_DTL	4	5
E1	D1	C1	20190419	20190520
E1	D1	C3,C4	20190521	20190620
E1	D1	C4,C5	20190621	20191020
E1	D1	C6	20191021	20200120
E1	D1	C7,C8	20200121	99991231
E2	D2	C5	20190621	20190720
E2	D2	C3	20190721	99991231
E2	null	C1	20190419	20190520
E2	null	C3,C4	20190521	99991231