This solution uses a numbers table in [master].

selectdt.HotelId

,dt.RoomTypeId

,BeginRange = dateadd(dd, min(dt.N), '20000101')

,EndRange = dateadd(dd, max(dt.N), '20000101')

from

(

selectdistinct

rd.HotelId

,rd.RoomTypeId

,n.N

,grp = n.N - dense_rank() over(order by rd.HotelId, rd.RoomTypeId, n.N)

from #RoomDates as rd

join [master].dbo.Nums as n

on n.N between datediff(dd, '20000101', rd.StartDate) and datediff(dd, '20000101', rd.EndDate)

) as dt

group by dt.HotelId, dt.RoomTypeId, dt.grp

order by dt.HotelId, dt.RoomTypeId, min(dt.N);