At session/database level, we can get know the value of CONCAT_NULL_YIELDS_NULL by using SESSIONPROPERTY or DATABASEPROPERTYEX.
If the query returns 1 that means when any value is concated with NULL it will return NULL. If the query returns 0 it means when any value is concated with NULL, it will still return original value and impact of NULL will be ignored
SELECT SESSIONPROPERTY ('CONCAT_NULL_YIELDS_NULL') SessionLevel
GO
SELECT DATABASEPROPERTYEX ('master', 'IsNullConcat') DatabaseLevel