As Jo said, use some variation on a calendar table.  (Since your ranges all start on month starts and end on month ends, it easy.  If that's not actually the...

That's entirely too vague to give you any meaningful answer.  Generally it is best to use a set-based approach where possible, but you haven't given us any information about how...

Part of the problem is that your UDF is a scalar function (not a table-valued function) given the way that you are calling it.  I've substituted a Table Value Constructor...

You say that the central line depends on the trend, but you have two trends, and you don't specify which trend it depends on.  Furthermore, I don't see any variation...

This link shows you how to handle the PRIMARY KEY.

Drew

This is a standard gaps and islands problem.  If you post CONSUMABLE data (as in the first link in my signature) we can help you with this query.