SQL Server 2017

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select *
into table1
from (values 
             (1, convert(date, '2021-03-29'), 'a'),
             (1, convert(date, '2021-03-30'), 'b'),
             (1, convert(date, '2021-03-31'), 'a'),
             (2, convert(date, '2021-04-01'), 'a'),
             (3, convert(date, '2021-04-02'), 'c'),
             (2, convert(date, '2021-04-03'), 'c'),
             (3, convert(date, '2021-04-04'), 'a'),
             (4, convert(date, '2021-04-05'), 'b'),
             (4, convert(date, '2021-04-06'), 'a')
) v (UserID, DateEntered, Status)
9 rows affected

select *
into table2
from (values (convert(date, '2021-03-29')), ('2021-03-30'), ('2021-03-31')) v(calendar_date)
3 rows affected

select u.userId, c.calendar_date, t1.status, t1.dateEntered
from (select distinct userId from table1) u cross join
     table2 c left join
     (select t1.*,
             lead(DateEntered) over (partition by userId order by DateEntered) as next_DateEntered
      from table1 t1
     ) t1
     on u.userId = t1.userId and
        c.calendar_date >= t1.DateEntered and
        (c.calendar_date < next_DateEntered or next_DateEntered is null);


userId
calendar_date
status
dateEntered


1
2021-03-29
a
2021-03-29

1
2021-03-30
b
2021-03-30

1
2021-03-31
a
2021-03-31

3
2021-03-29
null
null

3
2021-03-30
null
null

3
2021-03-31
null
null

4
2021-03-29
null
null

4
2021-03-30
null
null

4
2021-03-31
null
null

2
2021-03-29
null
null

2
2021-03-30
null
null

2
2021-03-31
null
null


select u.userId, c.calendar_date, t1.status, t1.dateEntered
from (select distinct userId from table1) u cross join
     table2 c outer apply
     (select top (1) t1.*
      from table1 t1
      where t1.userId = u.userId and
            t1.DateEntered <= c.calendar_date
      order by t1.DateEntered desc
     ) t1;


userId
calendar_date
status
dateEntered


1
2021-03-29
a
2021-03-29

1
2021-03-30
b
2021-03-30

1
2021-03-31
a
2021-03-31

2
2021-03-29
null
null

2
2021-03-30
null
null

2
2021-03-31
null
null

3
2021-03-29
null
null

3
2021-03-30
null
null

3
2021-03-31
null
null

4
2021-03-29
null
null

4
2021-03-30
null
null

4
2021-03-31
null
null

userId	calendar_date	status	dateEntered
1	2021-03-29	a	2021-03-29
1	2021-03-30	b	2021-03-30
1	2021-03-31	a	2021-03-31
3	2021-03-29	null	null
3	2021-03-30	null	null
3	2021-03-31	null	null
4	2021-03-29	null	null
4	2021-03-30	null	null
4	2021-03-31	null	null
2	2021-03-29	null	null
2	2021-03-30	null	null
2	2021-03-31	null	null