如果我正确理解了您想要的内容，并且这只是一个一次性查询，那么您可以在where子句中使用相关子查询：

SELECT 
    DATE_PART(y, s.sold_date) AS year,
    DATE_PART(mm, s.sold_date) AS month,
    COUNT(DISTINCT s.client)
FROM
    sales_data AS s
WHERE
    EXISTS (
        SELECT sd.client FROM sales_data AS sd WHERE DATE_PART(y, 
        sd.sold_date) = 2018 AND DATE_PART(mm, sd.sold_date) = 1 AND 
        sd.client = s.client
    ) AND
    s.sold_date > '2018-01-01' 
GROUP BY
    year,
    month 
ORDER
    DATE_PART(y, s.sold_date),
    DATE_PART(mm, s.sold_date)

所有月份都可以通过两步聚合完成：
按具有所有月份的客户id分组销售数据
按年度、月份加入（1）的组销售数据
这样（=12可以是一个动态表达式，具体取决于您拥有的历史数量）

with
 stable_customers as (
    select customer_id
    from sales_data
    group by 1
    having count(distinct date_trunc('month' from sold_date)=12
)
select 
 DATE_PART (y, sold_date) as year
,DATE_PART (mm, sold_date) as month,
,count(1)
from sales_date
join stable_customers
using (customer_id)
where sold_date > '2018-01-01' 
group by year, month 
order by year,month

使用窗口函数。很遗憾，sql server不支持 count(distinct) 作为一个窗口函数。幸运的是，使用 dense_rank() :

select year, month, count(distinct client)
from (select sd.*, year, month,
             (dense_rank() over (order by year, month) +
              dense_rank() over (order by year desc, month desc)
             ) as num_months,
             (dense_rank() over (partition by client order by year, month) +
              dense_rank() over (partition by client order by year desc, month desc)
             ) as num_months_client
      from sales_data sd cross apply
           (values (year(sold_date), month(sold_date))) v(year, month)
      where sd.sold_date > '2018-01-01' 
     ) sd
where num_months_client = num_months
group by year, month 
order by year, month;

注意：这将查看数据中的所有月份。如果所有客户都错过了2019-03年，那么这几个月根本不算。