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It's generally OK to have "extra" partitions in the range that will always be empty, provided you have stats on the system-derived PARTITION column. And with expanded partition limits since TD14.0 we don't have to be so careful about running out of partition numbers (though it will take a few extra bytes per row).
So this would probably be fine:
PARTITION BY (RANGE_N(YearMonth BETWEEN 200001 AND 201712 EACH 1))
Alternatively you can explicitly list multiple discrete ranges:
PARTITION BY (RANGE_N(YearMonth BETWEEN 200001 AND 200012 EACH 1, 200101 AND 200112 EACH 1, ...))