Here's some stuff for you to explore. Your query can be simplified a lot and made much faster...

IF 0 = 1

WITH MyDates AS (

SELECT * FROM (VALUES

('1500', '20160423'),('0020', '20160423'),('1540', '20160426'),('0200', '20160424'),('0435', '20160430'),

('1037', '20160423'),('0855', '20160420'),('0937', '20160425'),('0540', '20160426'),('0900', '20160429'),

('1500', '20160420'),('0100', '20160427'),('1830', '20160430'),('0946', '20160428'),('2000', '20160427'),

('1220', '20160423'),('1215', '20160430'),('1830', '20160422'),('0945', '20160429'),('0100', '20160428'),

('0019', '20160429'),('1130', '20160425'),('2000', '20160423'),('0215', '20160430'),('1400', '20160429'),

('1800', '20160423'),('1400', '20160427'),('1000', '20160421'),('1900', '20160425'),('1110', '20160426'),

('0740', '20160429'),('0240', '20160421'),('2350', '20160429'),('1610', '20160422'),('1400', '20160428'),

('2020', '20160426'),('1415', '20160420'),('1930', '20160430'),('0200', '20160423'),('0030', '20160424'),

('0032', '20160422'),('1325', '20160425'),('1110', '20160423'),('0110', '20160429'),('2115', '20160427'),

('1415', '20160422'),('1135', '20160429'),('1430', '20160428'),('0910', '20160426'),('1200', '20160422'),

('0900', '20160420'),('0211', '20160429'),('0015', '20160427'),('0645', '20160420'),('0300', '20160424'),

('0100', '20160426'),('0800', '20160430'),('2200', '20160421'),('1700', '20160424'),('0415', '20160429'),

('2100', '20160424'),('0540', '20160425'),('0312', '20160428'),('0941', '20160422'),('0300', '20160423'),

('0100', '20160424'),('2130', '20160422'),('1230', '20160429'),('1830', '20160420'),('1100', '20160424'),

('2138', '20160424')

) d (TimeofOnsetofLabour, DateofOnsetofLabour)

) SELECT *

INTO #SampleData

FROM MyDates;

set dateformat dmy;

declare @start datetime, @end datetime;

set @start=cast(DATEADD(month,-2,getdate())-DATEPART(d,getdate())+1 as date);

set @end=cast(DATEADD(month,-1,getdate())-DATEPART(d,getdate()) as date);

SELECT @start, @end;

SELECT

DateofOnsetofLabour,

TimeofOnsetofLabour,

[LabourOnsetDateTimeOneWay] = cast(

dateadd(minute,cast(right(q2.TimeofOnsetofLabour,2) as int),

dateadd(hour,cast(left(q2.TimeofOnsetofLabour,2) as int),

cast(right(q2.DateofOnsetofLabour,2) + '-' +

substring(q2.DateofOnsetofLabour,5,2) + '-' + left(q2.DateofOnsetofLabour,4) as datetime)

)

) as datetime),

[LabourOnsetDateTimeAnotherway] = CONVERT(DATETIME,STUFF(STUFF(DateofOnsetofLabour,5,0,'-'),8,0,'-') + ' ' + STUFF(TimeofOnsetofLabour,3,0,':'),120),

[LabourOnsetDateOnly] = CONVERT(DATE,DateofOnsetofLabour,112)

FROM #SampleData q2

WHERE DateofOnsetofLabour BETWEEN CONVERT(VARCHAR(1250),@start,112) AND CONVERT(VARCHAR(1250),@end,112);