I found the solution to my own question so I am posting it for anytong else who might be intersted:
SELECT tmp.COL1, tmp.COL2, tmp.COL3, tmp.COL4
FROM [SELECT TestA.COL1,TestA.COL2, TestA.COL3, TestA.COL4
FROM TestA WHERE COL1 IN (SELECT COL1 FROM TestB)
UNION ALL
SELECT...