Here is my suggested solution (if I understood the problem correctly):
SELECT DISTINCT CLIENTID,
CLIENTNAME,
TELEPHONE
FROM (SELECT T1.CLIENTID,
T1.CLIENTNAME,
T2.TELEPHONE1 AS Telephone
FROM CLIENT T1
INNER JOIN (SELECT CLIENTID,
TELEPHONE1
FROM ADDRESS
WHERE TELEPHONE1 IS NOT NULL)T2
ON T1.CLIENTID = T2.CLIENTID
UNION
SELECT T1.CLIENTID,
T1.CLIENTNAME,
T2.TELEPHONE2 AS Telephone
FROM CLIENT T1
INNER JOIN (SELECT CLIENTID,
TELEPHONE2
FROM ADDRESS
WHERE TELEPHONE2 IS NOT NULL)T2
ON T1.CLIENTID = T2.CLIENTID)T
You can find a full example on SQL Fiddle.
Please let me know if you have any more question on this.