eQL - Possible to have a CASE statement with 2 WHEN clauses?

This can be accomplished with nested CASE statements. First check the default visible scope condition. If 'Y' then add another case statement to examine the approval status to set 'Green' or 'Amber'. If the indefaultvisiblescope is not 'Y' the Ragstatus is always 'Red', regardless of the approval status (if I followed your logic correctly).

CASE Files.Copies.DocumentCopy.InDefaultVisibleScope 
       WHEN 'Y' THEN 
       CASE  ApprovalStatus
       WHEN 'A' THEN 'Green' 
       WHEN 'N' THEN 'Amber' 
       ELSE 'If you need to consider status = P' END 
ELSE 'Red'
END Ragstatus

If you are differentiating between status 'N' and 'P', add an "ELSE" clause to the inner CASE statement. Similarly, you can add another case statement within the outer ELSE clause if you need to check other conditions before assigning red or amber.