I get 3 rows not 4, maybe I'm missing something.
DECLARE @Start INT = 395;
WITH Recur AS (
SELECT [ColA], [ColB], [ColC], [ColD], [ColE], [ColF]
FROM [dbo].[tmpTable]
WHERE [ColA] = @Start
UNION ALL
SELECT t.[ColA], t.[ColB], t.[ColC], t.[ColD], t.[ColE], t.[ColF]
FROM [dbo].[tmpTable] t
INNER JOIN Recur r ON r.[ColD] = t.[ColA])
SELECT [ColA], [ColB], [ColC], [ColD], [ColE], [ColF]
FROM Recur;
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