Just to clarify:-

The index is on ColA, ColB.

If the WHERE clause searches on ColA only will the index be used?

Yes, it works.

I read somewhere that evaluating NULLs has a performance hit, although I suspect it is very minor in this case

They say that lazy people take most pains!

I had seen a syntax for an INSERT statement that went something like:-

INSERT Tbl_X

EXECUTE Sp_Y

Where Sp_Y returns a recordset.

I was wondering if there...

Here is the same thing avoiding CURSORs.

Use Test

GO

Declare @MyRecipients nvarchar (255)

Declare @MyMessage nvarchar (255)

Set @MyRecipients=''

Set @MyMessage = ‘Your timesheet is overdue, please send it ASAP.'

WHILE @MyRecipients IS NOT NULL

...