The approach presented works well for a single client. I'm not sure how it would work in the current format if multiple clients needed to be shown. Something like this would work well for multiple clients.

select *,

(

select *

from dbo.sales s

where s.clientid = c.clientid

for xml path ('Sale'), type

) as Sales,

(

select *

from dbo.vendor

for xml path ('Vendor'), type

)

from dbo.clients c

for xml path ('Clients'), root ('ClientOrders')