Вы ищете
DECLARE @SQL NVARCHAR(MAX);
SELECT @SQL = STRING_AGG(
CAST(CONCAT('EXEC [dbo].[_create_audit_trigger] @TableName = N''',
QUOTENAME(S.Name),
'.',
QUOTENAME(T.Name),
N''''
) AS NVARCHAR(MAX)),
';')
FROM Sys.Tables T
JOIN Sys.Schemas S ON T.Schema_Id = S.Schema_Id;
SELECT @SQL; -- EXEC
-- EXEC sp_executesql @SQL;
db <> fiddle