I would like to return multiple values in my case statement, such as :
SELECT
CASE
WHEN THEN
WHEN
In your case you would use two case staements, one for each value you want returned.
In a SQL CASE clause, the first successfully matched condition is applied and any subsequent matching conditions are ignored.
You can return multiple value inside a xml data type in "case" expression, then extract them, also "else" block is available
SELECT
xmlcol.value('(value1)[1]', 'NVARCHAR(MAX)') AS value1,
xmlcol.value('(value2)[1]', 'NVARCHAR(MAX)') AS value2
FROM
(SELECT CASE
WHEN <condition 1> THEN
CAST((SELECT a1 AS value1, b1 AS value2 FOR XML PATH('')) AS XML)
WHEN <condition 2> THEN
CAST((SELECT a2 AS value1, b2 AS value2 FOR XML PATH('')) AS XML)
ELSE
CAST((SELECT a3 AS value1, b3 AS value2 FOR XML PATH('')) AS XML)
END AS xmlcol
FROM <table>) AS tmp