SQL Group By:genera varias columnas agregadas a partir de una sola columna

Puede hacerlo usando subconsultas correlacionadas como esta:

SELECT 
  Company, 
  Date, 
  (SELECT COUNT(*) FROM MyTable AS T1 
     WHERE T1.Flag='Y' AND T1.Company=T2.Company AND T1.Date=T2.Date) AS Count_Y,
  (SELECT COUNT(*) FROM MyTable AS T1 
     WHERE T1.Flag='N' AND T1.Company=T2.Company AND T1.Date=T2.Date) AS Count_N
FROM MyTable AS T2
GROUP BY Company, Date

También puede hacerlo de manera más concisa, pero quizás con (posiblemente) una legibilidad ligeramente menor usando SUM truco:

SELECT 
  Company, 
  Date, 
  SUM(CASE WHEN Flag='Y' THEN 1 ELSE 0 END) AS Count_Y,
  SUM(CASE WHEN Flag='N' THEN 1 ELSE 0 END) AS Count_N,
FROM MyTable
GROUP BY Company, Date

En Oracle/PLSQL, el DECODE La función se puede usar para reemplazar el CASE para el aún más conciso:

SELECT 
  Company, 
  Date, 
  SUM(DECODE(Flag,'Y',1,0)) AS Count_Y,
  SUM(DECODE(Flag,'N',1,0)) AS Count_N,
FROM MyTable
GROUP BY Company, Date