Oracle FETCH FIRST 1 ROW con declaración UNION ALL

Simplemente ponga cada parte entre paréntesis. Funciona en 12.2, de todos modos:

( Select * From tabl1 where Date = '04-MAR-2020' FETCH FIRST 1 ROW )
UNION ALL
( Select * From tabl1 where Date = '05-MAR-2020' FETCH FIRST 1 ROW )

Mi consulta de prueba real, para cualquier persona interesada, fue esta:

(select   object_name 
 from     user_objects 
 where    object_type = 'TABLE' 
 order by object_name 
 fetch first 1 row only)
UNION ALL
(select   object_name 
 from     user_objects 
 where    object_type = 'VIEW' 
 order by object_name 
 fetch first 1 row only);