You may use output clause to output the affected rows back to client
Smth like this.
with u as (select top(1) * from ATH_SyncEntities where Status = 0 order by EntityType, ID)
update u set Status = 1
output inserted.Id, inserted.EntityId, inserted.EntityType, inserted.EntityOperation, inserted.Status
btw, do you want to update only one id at a time...