Why EXEC sp_sqlexec #strSQL with EXECUTE (PRINT #strSQL) is different - sql

Question

I have this query:
CREATE PROCEDURE [dbo].[TraCuuBoTieuChi_Head]
#ChuoiLoai nvarchar(20),
#ChuoiXa nvarchar(MAX),
#ThangNam datetime
AS
DECLARE #strSQL nvarchar(MAX)
DECLARE #Str NVARCHAR(MAX)
DECLARE #Str2 NVARCHAR(MAX)
DECLARE #Str3 NVARCHAR(MAX)
DECLARE #Str4 NVARCHAR(MAX)
DECLARE #Str5 NVARCHAR(MAX)
DECLARE #Str6 NVARCHAR(MAX)
SET #Str = STUFF((SELECT ',' + (CASE WHEN items = 1 THEN 'SL_CuThe_Loai1 nvarchar(50)' WHEN items = 2 THEN 'SL_CuThe_Loai2 nvarchar(50)' ELSE 'SL_CuThe_Loai3 nvarchar(50)' END) FROM dbo.Split(#ChuoiLoai, ',') FOR XML PATH('')), 1, 1, '')
SET #Str2 = STUFF((SELECT ',' + (CASE WHEN items = 1 THEN 'SL_CuThe_Loai1' WHEN items = 2 THEN 'SL_CuThe_Loai2' ELSE 'SL_CuThe_Loai3' END) FROM dbo.Split(#ChuoiLoai, ',') FOR XML PATH('')), 1, 1, '')
SET #Str3 = STUFF((SELECT ',' + (CASE WHEN items = 1 THEN N'N''Giá trị mẫu 1''' WHEN items = 2 THEN N'N''Giá trị mẫu 2''' ELSE N'N''Giá trị mẫu 3''' END) FROM dbo.Split(#ChuoiLoai, ',') FOR XML PATH('')), 1, 1, '')
PRINT #Str3
SET #Str4 = STUFF((SELECT ',' + ('Xa' + items + ' nvarchar(100)') FROM dbo.Split(#ChuoiXa, ',') FOR XML PATH('')), 1, 1, '')
SET #Str5 = STUFF((SELECT ',' + ('Xa' + items ) FROM dbo.Split(#ChuoiXa, ',') FOR XML PATH('')), 1, 1, '')
SET #Str6 = STUFF((SELECT ',' + ((SELECT 'N''' + LocationName + '''' FROM Location WHERE LocationID = items)) FROM dbo.Split(#ChuoiXa, ',') FOR XML PATH('')), 1, 1, '')
PRINT #Str6
SET #strSQL = 'CREATE TABLE #tmp_paging_index (BulletCode nvarchar(30),TenTieuChi nvarchar(50),' + #Str + ',' + #Str4 + ')
INSERT INTO #tmp_paging_index (BulletCode,TenTieuChi,' + #Str2 + ',' + #Str5 + ')
SELECT N''BulletCode'',N''Tên tiêu chí'',' + #Str3 + ',' + #Str6 + '
SELECT * FROM #tmp_paging_index
DROP TABLE #tmp_paging_index'
PRINT #strSQL
EXEC sp_sqlexec #strSQL
When I run the procedure it outputs the following:
The Print section produces the following output:
*PRINT 1 : N'Giá trị mẫu 1',N'Giá trị mẫu 2',N'Giá trị mẫu 3'
PRINT 2: N'Xã Phú Hải',N'Xã Quảng Trung ',N'Xã Quảng Phong '
PRINT 3: CREATE TABLE #tmp_paging_index (BulletCode nvarchar(30),TenTieuChi nvarchar(MAX),SL_CuThe_Loai1 nvarchar(50),SL_CuThe_Loai2 nvarchar(50),SL_CuThe_Loai3 nvarchar(50),Xa14 nvarchar(100),Xa15 nvarchar(100),Xa16 nvarchar(100))
INSERT INTO #tmp_paging_index (BulletCode,TenTieuChi,SL_CuThe_Loai1,SL_CuThe_Loai2,SL_CuThe_Loai3,Xa14,Xa15,Xa16)
SELECT N'BulletCode',N'Tên tiêu chí',N'Giá trị mẫu 1',N'Giá trị mẫu 2',N'Giá trị mẫu 3',N'Xã Phú Hải',N'Xã Quảng Trung ',N'Xã Quảng Phong '
SELECT * FROM #tmp_paging_index
DROP TABLE #tmp_paging_index*
I run the print version and it came out different:
Now I have to do the same thing as running the print.

Answer 1

sp_sqlexec is from much earlier days. Not sure it is still supported on later version of SQL Server. You should use sp_executesql.
I found this thread on MSDN that mention sp_sqlexec does not support unicode. Probably that explain why you get different output
https://social.msdn.microsoft.com/Forums/sqlserver/en-US/554d6373-8a22-4b10-8744-df13e5415f84/spexecutesql-vs-spsqlexec?forum=sqlgetstarted