Substring a result and renaming it
Using a CTE will do what you want:

WITH CTE AS
(
    SELECT SUBSTR(PARAM_ID,6) AS PAR_ID, T.* FROM DB.TABLE T
)
SELECT *
FROM CTE
WHERE PARAM_ID LIKE 'CLC_Q%' 
AND PAR_ID BETWEEN 35 AND 45 
ORDER BY PAR_ID ASC;


or simply using table_alias.*, instead of *:

SELECT SUBSTR(PARAM_ID,6) AS PAR_ID, T.* FROM DB.TABLE T
    WHERE PARAM_ID LIKE 'CLC_Q%' 
    AND SUBSTR(PARAM_ID,6) BETWEEN 35 AND 45 
    ORDER BY PAR_ID ASC;