Obtener colecciones de fechas consecutivas

Ok, lo descubrí y fue bastante simple, básicamente en cada uno de los LEFT JOIN Tuve que filtrar por la fecha de inicio por los parámetros pasados.

También tuve que filtrar por si la licencia fue aprobada, un Approved_DateTime y Approved_By campo donde se llenó si fue aprobado. Además, el cálculo de la duración estaba un poco fuera de lugar en algunas circunstancias. Entonces mi procedimiento almacenado ahora se ve así:

DELIMITER $$

USE `test`$$

DROP PROCEDURE IF EXISTS `GetLeaveDates`$$

CREATE DEFINER=`root`@`%` PROCEDURE `GetLeaveDates`(pEmpID INT, pDateFrom DATETIME, pDateTo DATETIME, pApproved BOOLEAN)
BEGIN

SELECT 
    DATE_FORMAT(a.start_date,'%d/%m/%y') AS start,
CASE WHEN a.am_pm = 1 THEN "AM"
     WHEN a.am_pm = 2 THEN "PM"
     ELSE "" END AS start_am_pm,
    DATE_FORMAT(CASE WHEN pDateTo > MIN(c.start_date) THEN
        MIN(c.start_date)
    ELSE
        pDateTo
    END, '%d/%m/%y') AS end,
CASE WHEN c.am_pm = 1 THEN "AM"
     WHEN c.am_pm = 2 THEN "PM"
     ELSE "" END AS end_am_pm,
  CASE WHEN a.am_pm = 0 THEN
    CASE WHEN c.am_pm = 0 OR c.am_pm = 2 THEN
        DATEDIFF(MIN(c.start_date),a.start_date)+1
    WHEN c.am_pm = 1 THEN
        DATEDIFF(MIN(c.start_date),a.start_date)+0.5
    END
WHEN a.am_pm = 1 THEN
    CASE WHEN c.am_pm = 0 OR c.am_pm = 2 THEN
        DATEDIFF(MIN(c.start_date),a.start_date)+1
    WHEN c.am_pm = 1 THEN
        DATEDIFF(MIN(c.start_date),a.start_date)+0.5
    END
WHEN a.am_pm = 2 THEN
    CASE WHEN c.am_pm = 0 OR c.am_pm = 2 THEN
        DATEDIFF(MIN(c.start_date),a.start_date)+0.5
    WHEN c.am_pm = 1 THEN
        DATEDIFF(MIN(c.start_date),a.start_date)
    END 
END AS Duration

FROM t AS a
LEFT JOIN t AS b ON a.employee_id=b.employee_id AND a.start_date = ADDDATE(b.start_date,1) AND ISNULL(b.approved_datetime) <> pApproved AND b.start_date BETWEEN pDateFrom AND pDateTo
LEFT JOIN t AS c ON a.employee_id=c.employee_id AND a.start_date <= c.start_date AND ISNULL(c.approved_datetime) <> pApproved AND c.start_date BETWEEN pDateFrom AND pDateTo
LEFT JOIN t AS d ON c.employee_id=d.employee_id AND c.start_date = ADDDATE(d.start_date,-1) AND ISNULL(d.approved_datetime) <> pApproved AND d.start_date BETWEEN pDateFrom AND pDateTo
WHERE b.start_date IS NULL AND c.start_date IS NOT NULL AND d.start_date IS NULL
AND a.EMPLOYEE_ID = pEmpID
AND a.START_DATE BETWEEN pDateFrom AND pDateTo
AND ISNULL(a.approved_datetime) <> pApproved
AND a.start_date BETWEEN pDateFrom AND pDateTo
GROUP BY a.employee_id, a.start_date
; END$$

DELIMITER ;