COALESCE will help to find the first non null value.

SELECT 
    cpm.ChassisSK,
    COALESCE(ColorAPaintCode, ColorBPaintCode, ColorCPaintCode, ColorDPaintCode, 
             ColorEPaintCode, ColorFPaintCode, ColorGPaintCode, ColorHPaintCode, 
             ColorJPaintCode, ColorKPaintCode, ColorLPaintCode) as PaintCode
FROM [DIM].[ChassisPaintMaster] cpm