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Just this little detail in case our friend doesn't know how to add a Field Separator,

Try Something like this

awk 'FNR==NR{A[$1];next}{for(i=1;i<=NF;i++){ if($i in A){ print $1,$2 ; next } }}' FILEA FILEB

Is the text marked in red above your way of saying: "I'm sorry I gave you bad information about my input file format; the field separator is a comma instead of a vertical bar. Can you please help me...

Try:
awk 'NR==FNR{A[$1]; next} {for(i=1; i<=NF-5; i++) if($i in A) print $i, $(i+1), $(i+4), $(i+5)}' fileA FS=\| OFS=\| fileB

I'm surprised this didn't work for you.

It looks like your grep supports -w as you didn't get any errors about unknown parameters. What OS are you doing this on?

Perhaps the files are in DOS...