Можно использовать случай, когда выписка:
select
left(t.Grp,len(Grp)-1) as Grp,
t.col1,t.col2,t.col3
from (
select col1, col2, col3,
case when col1 is null then '' else 'col1-' +
case when col2 is null then '' else 'col2-' +
case when col3 is null then '' else 'col3-'
as Grp
from your_table
) t