FIND_IN_SET equivalent to SQL Server with IF Condition

I need a help with the below statement:

if( FIND_IN_SET(m.iCodFormaPgto, p.cValor) > 0, 'Delivery', seg.CNome) as fato_vnd_seg_virtual

I tried all sorts of solutions, but I can't reproduce the same scenario in SQL Server.

Below, I'll put all the select (which runs on MySQL)

SELECT  'dia_pgto_pdv'                        as fato_tipo_ds,
         FORMAT(m.dtMovimento, '%Y%m%d')      as periodo_pk,
         concat(m.iCodEmpresa, '|',  m.iCodFranqueado, '|',m.iCodLoja )                       as loja_pk,
         concat(m.iCodLoja,  '|', m.cCodPDV)                                                  as pdv_pk,
         concat(m.iCodFranqueado, '|', m.iCodEmpresa, '|',m.iCodLoja, '|', m.iCodSegmento)    as segmento_pk,
         m.iCodFranqueado                                                                     as franqueado_pk,
         m.iCodFormaPgto                                                                      as forma_pgto_pk,
         m.cFormaPgto                                                                         as forma_pgto_ds,
         concat(m.iCodEmpresa, '|',  m.iCodFranqueado)                                        as empresa_pk, 
         if( FIND_IN_SET(m.iCodFormaPgto, p.cValor) > 0, 'Delivery', seg.CNome)               as fato_vnd_seg_virtual,      
         SUM(m.deValor)                       as fato_vnd_valor,
         SUM(m.iGC)                           as fato_vnd_igc
FROM  md_stage.dbo.mov_dia_pgto_pdv m
left join   md_stage.dbo.segmento seg ON seg.iCodSegmento = m.iCodSegmento and
                                        seg.iCodLoja     = m.iCodLoja
JOIN md_stage.dbo.params p ON p.cIdParam = 'VENDA_FORMA_PAGAMENTO_TIPOS_DELIVERY'
GROUP BY m.dtMovimento ,
         m.iCodLoja,
         m.cCodPDV,
         m.iCodSegmento,
         m.iCodFranqueado,
         m.iCodFormaPgto,
         m.cFormaPgto,
         m.iCodEmpresa,
         p.cValor

The last select I created in SQL Server, was the one below. But it ends up giving an error because the subquery returns more than one value:

        case
        (select cNome from (    
            (select
                    tmp_m.iCodFormaPgto,
                    'Delivery' as cNome
                 from md_stage.dbo.mov_dia_pgto_pdv tmp_m
                 where exists (
                    select 
                        tmp_p.cValor
                    from md_stage.dbo.params tmp_p
                    where concat(',',tmp_p.cValor,',') like concat('%,',tmp_m.iCodFormaPgto,',%')
                )
            )
            UNION ALL
            (select
                    tmp_m.iCodFormaPgto,
                    tmp_seg.cNome
                 from md_stage.dbo.mov_dia_pgto_pdv tmp_m
            left join   md_stage.dbo.segmento tmp_seg ON tmp_seg.iCodSegmento = tmp_m.iCodSegmento and
                                                     tmp_seg.iCodLoja     = tmp_m.iCodLoja
                 where not exists (
                    select 
                        tmp_p.cValor
                    from md_stage.dbo.params tmp_p
                    where concat(',',tmp_p.cValor,',') like concat('%,',tmp_m.iCodFormaPgto,',%')
                )
            )
        ) as x
        ) when 'Delivery' then 'Delivery' else cNome END as fato_vnd_seg_virtual

Extending @Akina, the complete SQL Server query would be:

SELECT
    'dia_pgto_pdv' as fato_tipo_ds,
    --
    format(m.dtMovimento, 120) as periodo_pk,
    --
    ... as loja_pk,
    ... as pdv_pk,
    ... as segmento_pk,
    --
    m.iCodFranqueado as franqueado_pk,
    m.iCodFormaPgto  as forma_pgto_pk,
    m.cFormaPgto     as forma_pgto_ds,
    ...               as empresa_pk,
    --
    CASE
        WHEN CHARINDEX(','+p.cValor+',', ','+m.iCodFormaPgto+',') > 0
            THEN 'Delivery'
            ELSE seg.CNome
    END AS fato_vnd_seg_virtual,
    --
    SUM(m.deValor) as fato_vnd_valor,
    SUM(m.iGC)     as fato_vnd_igc
FROM
    md_stage.dbo.mov_dia_pgto_pdv m
        --
        left join md_stage.dbo.segmento seg
        ON seg.iCodSegmento = m.iCodSegmento and
           seg.iCodLoja     = m.iCodLoja
        --
        JOIN md_stage.dbo.params p
        ON p.cIdParam = 'VENDA_FORMA_PAGAMENTO_TIPOS_DELIVERY'
GROUP BY m.dtMovimento,
         m.iCodLoja,
         m.cCodPDV,
         m.iCodSegmento,
         m.iCodFranqueado,
         m.iCodFormaPgto,
         m.cFormaPgto,
         m.iCodEmpresa,
         p.cValor

The ... represents the concats, that are somewhat more complex in SQL Server, for example:

concat(m.iCodEmpresa, '|',  m.iCodFranqueado, '|', m.iCodLoja)

Should be written as:

convert(varchar, m.iCodEmpresa) + '|' +
convert(varchar, m.iCodFranqueado) + '|' +
convert(varchar, m.iCodLoja)