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It doesn't consider <TAB> chars as those were not mentioned in post#1 nor in the examples. Try [[:space:]]* in lieu of the two * in my proposal.

It's not nice to change your problem statement after someone has posted code that attempts to solve your original problem. Readers now can only guess at the problem that Ravinder was trying to help...

Try awk '
NR == 1 {KN = split (KEYCOL, KC, ",")
AN = split (AGGCOL, AC, ",")
}
{KEY = DX = ""
for (i=1; i<=KN; i++) ...

Next version: duplicate field contents removed; multiple OFS reduced to single:
awk '
NR == 1 {KN = split (KEYCOL, KC, ",")
AN = split (AGGCOL, AC, ",")
}...

This is how far I can get right now:

awk '
NR == 1 {KN = split (KEYCOL, KC, ",")
AN = split (AGGCOL, AC, ",")
}
{KEY = ""
...

No surprise it doesn't work for you, as it by no means fits the problem. Try

awk '{F[$1] = F[$1] DL[$1] $2; DL[$1] = ","} END {for (f in F) print f, F[f]}' file
B00000 abc
B00001...

The awk solution also takes care of the first and last fields.
The sed and perl solutions need an extra implementation for it.
sed multi-line:
sed '
:L
s/||/|-|/g
tL
s/^|/-|/
s/|$/|-/
' file

Many Unix sed have parser bugs with semicolon.
I recommend multi-line
sed '
:L
s/||/|-|/g
tL
' file
Or at least multi -e (less readable, but a must with t/csh that is not multi-line capable)...

This should work:
awk 'BEGIN{FS=OFS="|"}{for(i=1;i<=NF;i++)if($i=="")$i="-"}1' /tmp/opt.del > /tmp/opt2.del
If you are trying this on a Solaris/SunOS system, change awk to /usr/xpg4/bin/awk or nawk.

Please, try:
perl -pe 's/\|(?=\|)/\|-/g' file