Я думаю, что из-за ошибки, которую вы получаете, попробуйте указать псевдоним следующим образом:
WITH EMPLOYEECTE(E_ID, E_NAME, MGR_ID) AS (
SELECT
EMPLOYEE_ID AS E_ID,
FIRST_NAME AS E_NAME,
MANAGER_ID AS MGR_ID
FROM
EMPLOYEES
WHERE
EMPLOYEE_ID = &EMP_ID
UNION ALL
SELECT
EMPLOYEES.EMPLOYEE_ID AS E_ID,
EMPLOYEES.FIRST_NAME AS E_NAME,
EMPLOYEES.MANAGER_ID AS MGR_ID
FROM
EMPLOYEES
JOIN EMPLOYEECTE ON EMPLOYEES.EMPLOYEE_ID = EMPLOYEECTE.MGR_ID
)
Select E1.FIRST_NAME,
NVL(E2.E_NAME, 'No Boss') AS MANAGER_NAME
FROM
EMPLOYEECTE E1
LEFT JOIN EMPLOYEECTE E2 ON E1.MANAGER_ID = E2.E_ID;
Cheers !!