SYMPTOM:
When running a report in Strategy Developer 9.x, one of the following errors occur:

Error: QueryEngine encountered error: Execute Query failed: ODBC error. ODBC operation attempted: SQLExecDirect. General error. setStmtType failed Error in SQL Parser.
When running the SQL generated by the report directly against the warehouse, it runs successfully.
CAUSE:
This happens because the report pre statement is formed of only a comment and no other SQL statement, this will also happen for the other Pre/Post Statements.
This is working as expected. The SQL is correct, but the Query Engine's SQL parser expects the Pre/Post Statements to be complete SQL statements and not just comments.
ACTION:
Include a full statement in the Pre/Post Statement so that it can be parsed by the SQL Parser.