public class Class1
{
    public static SqlString GetName(SqlString str)
    {
        SqlCommand cmd = new SqlCommand(str.ToString());
        cmd.CommandType = System.Data.CommandType.Text;

        string name = cmd.ExecuteScalar().ToString();
        return name;
    }
}

CREATE FUNCTION fn_TestConnection
(
    @str nvarchar(255)
)
RETURNS nvarchar(max)
AS EXTERNAL NAME TestConnection.[TestConnection.Class1].GetName

GO

SELECT dbo.fn_TestConnection('SELECT FName FROM Clients WHERE Id = 1' )