-- Тестовый набор данных:
declare @intervals table(flag int, b int, e int)
insert into @intervals (flag, b, e)
select *
from (
    values 
            ( 1, 1,  20), 
            ( 3, 3,  10),
            ( 2, 10,  15),
            ( 3, 12,  14),
            ( 3, 19,  25),

            ( 1, 50,  100), 
            ( 3, 60,  80),
            ( 2, 80,  90), 
            ( 3, 85,  89)

) i (flag, b, e)

flag b e
1 1 3
3 3 10
2 10 12
3 12 14
2 14 15
1 14 19
3 19 25

1 50 60
3 60 80
2 80 85
3 85 89
2 89 90
1 90 100

with
--
-- разворачиваем исходные интервалы в точки:
  points as
    (
      select b as point from @intervals
       union
      select e as point from @intervals      
    ),
--
-- заворачиваем точки в новые интервалы:
  new_intervals as
    (
      select point as new_beg
           , lead(point) over(order by point) as new_end
        from points  
    ),
--
-- расставляем интервалам флаги с учетом приоритета:
  new_intervals_with_flag as
    (
      select max(oi.flag) as flag, ni.new_beg, ni.new_end
        from new_intervals ni
        join @intervals oi
          on oi.b <= ni.new_beg
         and oi.e >= ni.new_end 
         and new_end is not null
       group by ni.new_beg, ni.new_end
    ),
--
-- "сливаем" последовательно идущие однофлаговые интервалы в единый интервал:
 merge_interval as
   (
    select flag, min(b) as b, max(e) as e
      from (
             select flag, b, e, sum(sog) over(partition by flag order by b,e) as grp_id
               from (
                      select b, e, flag,
                             case 
                               when b <= max(e) over(partition by flag
                                                         order by b, e 
                                                     rows between unbounded preceding
                                                                      and 1 preceding) 
                                 then 0 
                               else 1 
                             end as sog 
                        from new_intervals_with_flag i
                    ) v0
           ) v1
     group by flag, grp_id
   )  
--
-- Смотрим что у нас тут плучилось
select * 
  from merge_interval
 order by b