как снять исключение: UnicodeDecodeError

С помощью CROSS APPLY

select ParsedData.* 
from MyTable mt
cross apply ( select str = mt.String + ',,' ) f1
cross apply ( select p1 = charindex( ',', str ) ) ap1
cross apply ( select p2 = charindex( ',', str, p1 + 1 ) ) ap2
cross apply ( select Nmame = substring( str, 1, p1-1 )                   
                 , Surname = substring( str, p1+1, p2-p1-1 )
          ) ParsedData