Oracle 18c

By using db<>fiddle, you agree to license everything you submit by Creative Commons CC0.

WITH MAIN
     AS (SELECT TO_DATE ('01012020', 'DDMMYYYY') AS Start_DATE,
                TO_DATE ('31012020', 'DDMMYYYY') AS End_Date,
                'S' AS config
           FROM DUAL
         UNION ALL
         SELECT TO_DATE ('15012020', 'DDMMYYYY') AS Start_DATE,
                TO_DATE ('20012020', 'DDMMYYYY') AS End_Date,
                'D' AS config
           FROM DUAL
         UNION ALL
         SELECT TO_DATE ('15022020', 'DDMMYYYY') AS Start_DATE,
                TO_DATE ('20022020', 'DDMMYYYY') AS End_Date,
                'D' AS config
           FROM DUAL
         UNION ALL
         SELECT TO_DATE ('01032020', 'DDMMYYYY') AS Start_DATE,
                TO_DATE ('20032020', 'DDMMYYYY') AS End_Date,
                'S' AS config
           FROM DUAL--           UNION ALL
                    --         SELECT TO_DATE ('13012020', 'DDMMYYYY') AS Start_DATE,
                    --                TO_DATE ('17012020', 'DDMMYYYY') AS End_Date,
                    --                'S' AS config
                    --           FROM DUAL
        ),
     MAIN2
     AS (SELECT START_DATE AS DET FROM MAIN
         UNION
         SELECT END_DATE FROM MAIN),
     MAIN3
     AS (SELECT DET AS START_DATE,
                LEAD (DET, 1)
                   OVER (PARTITION BY TO_CHAR (DET, 'YYYYMM') ORDER BY DET)
                   AS END_DATE,
                  LEAD (DET, 1)
                     OVER (PARTITION BY TO_CHAR (DET, 'YYYYMM') ORDER BY DET)
                - 1
                   ED2,
                  LEAD (DET, 1)
                     OVER (PARTITION BY TO_CHAR (DET, 'YYYYMM') ORDER BY DET)
                + 1
                   ED3
           FROM MAIN2),
     MAIN4
     AS (SELECT *
           FROM MAIN3
          WHERE END_DATE IS NOT NULL),
     MAIN5
     AS (SELECT CASE
                   WHEN B.START_DATE IS NOT NULL
                   THEN
                      B.START_DATE
                   WHEN     B.START_DATE IS NULL
                        AND LAG (
                               A.START_DATE,
                               1)
                            OVER (
                               PARTITION BY TO_CHAR (A.START_DATE, 'YYYYMM')
                               ORDER BY A.START_DATE)
                               IS NOT NULL
                   THEN
                        LAG (
                           A.START_DATE,
                           1)
                        OVER (PARTITION BY TO_CHAR (A.START_DATE, 'YYYYMM')
                              ORDER BY A.START_DATE)
                      + 1
                   WHEN     B.START_DATE IS NULL
                        AND LAG (
                               A.START_DATE,
                               1)
                            OVER (
                               PARTITION BY TO_CHAR (A.START_DATE, 'YYYYMM')
                               ORDER BY A.START_DATE)
                               IS NULL
                   THEN
                      A.START_DATE
                END
                   START_DATE,
                CASE
                   WHEN B.END_DATE IS NOT NULL
                   THEN
                      B.END_DATE
                   WHEN     B.END_DATE IS NULL
                        AND LEAD (
                               A.END_DATE,
                               1)
                            OVER (PARTITION BY TO_CHAR (A.END_DATE, 'YYYYMM')
                                  ORDER BY A.START_DATE)
                               IS NOT NULL
                   THEN
                      A.END_DATE - 1
                   WHEN     B.END_DATE IS NULL
                        AND LEAD (
                               A.END_DATE,
                               1)
                            OVER (PARTITION BY TO_CHAR (A.END_DATE, 'YYYYMM')
                                  ORDER BY A.START_DATE)
                               IS NULL
                   THEN
                      A.END_DATE
                END
                   END_DATE,
                B.START_DATE ST,
                B.END_DATE ED,
                CASE WHEN B.CONFIG IS NOT NULL THEN B.CONFIG ELSE 'S' END
                   CONFIG
           FROM MAIN4 A
                LEFT JOIN MAIN B
                   ON B.START_DATE = A.START_DATE AND B.END_DATE = A.END_DATE --AND B.CONFIG='D'
                                                                             )
  SELECT START_DATE, END_DATE, CONFIG
    FROM MAIN5
ORDER BY 1

START_DATE	END_DATE	CONFIG
01-JAN-20	14-JAN-20	S
15-JAN-20	20-JAN-20	D
16-JAN-20	31-JAN-20	S
15-FEB-20	20-FEB-20	D
01-MAR-20	20-MAR-20	S