My guess is there's probably a better way to formulate the problem you're trying to solve so that this isn't required, but for the sake of argument, lets say that it is. If doing it outside of SQL is not an option, I'd split out all the string (in this case, characters) you want to check into their own table.
Then join that table of strings to check to the set of stuff you want to validate. If you just wanted to check existance, the join itself would be sufficient. But if you also need a string containing those characters, you could use FOR XML to concatenate the strings you found back into a coherant string.
This code assumes you have a string splitting function called dbo.SplitStrings_CLR. If you don't, any string splitting funciton will work, so long as it gets the characters you want into @StringsToCheck.
--Set up a table of the strings (in your case, just CHARACTERS) you want to chek for
declare @StringsToCheck table
(
String varchar(30) primary key clustered
)
--Represents the table you want to search strings for
declare @ValidationSet table
(
CheckedString varchar(500)
)
--Replace this with whatever you need to insert each string into @StringsToCheck
--
insert into @StringsToCheck (String)
select Item
from dbo.SplitStrings_CLR('A,C,D,I,P,F,J,Z', ',')
-- Populate sample data you want to check
insert into @ValidationSet(CheckedString)
values ('PFAG'),('ABCDEFHJMPUYZ'),('KML'),('JC'),('RFP')
;with t as
(
select a.String,b.CheckedString
from @StringsToCheck a
inner join @ValidationSet b
on b.CheckedString like '%' + a.String + '%' --This checks if the string appears anywhere in b.CheckedString
--Note this CANNOT make use of indexes
)
--Re-concatenate the found characters into a coherant string
select
checkedString,
(select string + ''
from t i --Inner
where i.CheckedString = o.CheckedString
for xml path('')) as CoherantString
from t o --outer
group by checkedString
Note that this probably doesnt scale up very well, but if thats an issue, again, there may be a completely different way to attack whatever it is you're trying to do.