You can use CASE statement(not CASE expression) in a compound SQL.
But, if used SELECT statement(s) in a compound SQL, problem is how to get the result.
If number of items and data types of them in the reslts of the two select statements were identical,
you may want to use something like...
<select query>
WHERE <condition>
UNION ALL
<Another select query>
WHERE CASE <condition> THEN 0 ELSE 1 END = 1
If <condition> was always true or false(that means no unkown result)
<select query>
WHERE <condition>
UNION ALL
<Another select query>
WHERE NOT <condition>
If <select query> or <Another select query> include WHERE clause,
put all the where conditions in parentheses then add "AND <condition>" or "AND NOT <condition>".