You could use the condition
Where
(@SubGroup='SENYes' and SEN IN ('A','P','S'))
OR
(SEN = SubString(@SubGroup,4,1))
for example
declare @std table (SEN varchar(1))
Insert into @std
Select 'A'
UNION Select 'P'
UNION Select 'S'
UNION Select 'N'
declare @Subgroup varchar(10)
--change commented for testing
--Select @SubGroup='SENA'
Select @SubGroup='SENYes'
Select * from @std
Where
(@SubGroup='SENYes' and SEN IN ('A','P','S'))
OR
(SEN = SubString(@SubGroup,4,1))