Stored procedure to check for missing fields in a table
Well you could do something like this which would avoid the cursor that you had in the query that you originally posted. Firstly, change the definition of your columns table so it looks like this:

DECLARE @columns TABLE
(
    ID INT IDENTITY NOT NULL,
    NAME NVARCHAR(128) NOT NULL
);


Then, using whatever method you have; split the string and populate the table above. After which you could do something like this to get your desired results:

EDIT: Changed the body of the loop based on your comment below.

CREATE TABLE ##results
(
    RecordID INT NOT NULL,
    ColumnName NVARCHAR(128) NOT NULL
);

DECLARE @i INT = 1;
DECLARE @j INT = (SELECT MAX(ID) FROM @columns);
DECLARE @c NVARCHAR(128); -- used to store column name
DECLARE @s NVARCHAR(max); -- to store the command....

WHILE(@i &lt;= @j)
BEGIN
SET @c = (SELECT NAME FROM @columns WHERE ID = @i);

IF @i &gt; 1
    SET @s += 'OR (' + @c + ' IS NULL) ';
ELSE
    SET @s += '(' + @c + ' IS NULL) ';

SET @s = 'INSERT ##results SELECT RecordID, ''' 
       + @c + ''' FROM some.table WHERE ' 
       + @c + ' IS NULL; '
@i += 1;
END
EXECUTE (@s);

SELECT * FROM ##results;
DROP TABLE ##results;


Be aware though that depending on the amount of rows you have in your table this could take a while...

I hope this helps you.