OK. How big table do you have ?
If you really care about efficiency problem , try this one .
data have;
input Coverage_Start : date11. Termination_Date : date11. Member_Id;
format Coverage_Start Termination_Date date11. ;
cards;
24-Jul-19 1-Jun-21 42968701
24-Jul-19 1-Mar-21 42968701
29-Feb-20 1-Mar-20 42968701
16-Feb-19 1-Mar-19 42968701
1-Mar-17 1-Mar-18 42968701
1-Mar-16 1-Mar-17 42968701
1-Dec-15 31-Dec-16 42968701
;
data want;
array date{99999} _temporary_ ;
do until(last.Member_Id);
set have;
by Member_Id;
do i=Coverage_Start to Termination_Date;
date{i}=1;min=min(min,i);max=max(max,i);
end;
end;
do i=min to max;
if missing(date{i-1}) and not missing(date{i}) then start=i;
if missing(date{i+1}) and not missing(date{i}) then do;end=i;output;end;
end;
call missing(of date{*});
format start end date11.;
keep Member_Id start end;
run;
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