Add multiple conditional values to one column [closed]

I'm writing a query designed to check records that exist in 6 different tables for a specific value and, if it's null, indicate that the value is missing (meaning NULL).

However, what I'm struggling with is in the case that the record is missing more than one of the values being checked. Since there is a chance that any amount up to the max of the 5 checked values is missing, I need to be able to output the appropriate amount of flags based on each record and what it's missing. Everything I've seen around can get close in various ways but either feels counterintuitive, clunky, or more complex than it feels like it should be.

Here's a baseline for what I've got so far:

-- INIT database
CREATE TABLE Table0 ([UniqID] INT);

CREATE TABLE Table1 ([UniqID] INT, [Value1] VARCHAR(50));
 
CREATE TABLE Table2 ([UniqID] INT, [Value2] VARCHAR(50));

CREATE TABLE Table3 ([UniqID] INT, [Value3] VARCHAR(50));

CREATE TABLE Table4 ([UniqID] INT, [Value4] VARCHAR(50));

CREATE TABLE Table5 ([UniqID] INT, [Value5] VARCHAR(50));

-- ADD data
INSERT INTO Table0([UniqID]) VALUES ('1001');
INSERT INTO Table0([UniqID]) VALUES ('1002');
INSERT INTO Table0([UniqID]) VALUES ('1003');
INSERT INTO Table0([UniqID]) VALUES ('1004');

INSERT INTO Table1([UniqID], [Value1]) VALUES ('1001', NULL);
INSERT INTO Table1([UniqID], [Value1]) VALUES ('1002', NULL);
INSERT INTO Table1([UniqID], [Value1]) VALUES ('1003', 'Record3');
INSERT INTO Table1([UniqID], [Value1]) VALUES ('1004', NULL);

INSERT INTO Table2([UniqID], [Value2]) VALUES ('1001', NULL);
INSERT INTO Table2([UniqID], [Value2]) VALUES ('1002', 'Record2');
INSERT INTO Table2([UniqID], [Value2]) VALUES ('1003', 'Record3');
INSERT INTO Table2([UniqID], [Value2]) VALUES ('1004', 'Record4');

INSERT INTO Table3([UniqID], [Value3]) VALUES ('1001', NULL);
INSERT INTO Table3([UniqID], [Value3]) VALUES ('1002', 'Record2');
INSERT INTO Table3([UniqID], [Value3]) VALUES ('1003', 'Record3');
INSERT INTO Table3([UniqID], [Value3]) VALUES ('1004', 'Record4');

INSERT INTO Table4([UniqID], [Value4]) VALUES ('1001', 'Record1');
INSERT INTO Table4([UniqID], [Value4]) VALUES ('1002', NULL);
INSERT INTO Table4([UniqID], [Value4]) VALUES ('1003', 'Record3');
INSERT INTO Table4([UniqID], [Value4]) VALUES ('1004', NULL);

INSERT INTO Table5([UniqID], [Value5]) VALUES ('1001', 'Record1');
INSERT INTO Table5([UniqID], [Value5]) VALUES ('1002', 'Record2');
INSERT INTO Table5([UniqID], [Value5]) VALUES ('1003', NULL);
INSERT INTO Table5([UniqID], [Value5]) VALUES ('1004', NULL);

-- Main query
SELECT 
    Table0.[UniqID],
    STRING_AGG(CASE WHEN Table1.[Value1] IS NULL THEN 'Flag 1' ELSE '' END
               CASE WHEN Table2.[Value2] IS NULL THEN 'Flag 2' ELSE '' END
               CASE WHEN Table3.[Value3] IS NULL THEN 'Flag 3' ELSE '' END
               CASE WHEN Table4.[Value4] IS NULL THEN 'Flag 4' ELSE '' END
               CASE WHEN Table5.[Value5] IS NULL THEN 'Flag 5' ELSE '' END, ', ') AS 'Reason(s) for Inclusion'
FROM 
    Table0
 
-- JOIN section
LEFT JOIN 
    Table1 ON Table0.[UniqID] = Table1.[UniqID]
LEFT JOIN 
    Table2 ON Table0.[UniqID] = Table2.[UniqID]
LEFT JOIN 
    Table3 ON Table0.[UniqID] = Table3.[UniqID]
LEFT JOIN 
    Table4 ON Table0.[UniqID] = Table4.[UniqID]
LEFT JOIN 
    Table5 ON Table0.[UniqID] = Table5.[UniqID]
 
-- Filtering to pull where NULLs may exist
WHERE 
    Table1.[Value1] IS NULL
    OR Table2.[Value2] IS NULL
    OR Table3.[Value3] IS NULL
    OR Table4.[Value4] IS NULL
    OR Table5.[Value5] IS NULL

The desired output should be something like this:

UniqID  Reason(s) for Inclusion
--------------------------------
1001    Flag 1, Flag 2, Flag3
1002    Flag 1, Flag 4
1003    Flag 5
1004    Flag 1, Flag 4, Flag 5

I've tried using CASE expressions on their own, both in and outside of a STRING_AGG(), trying to use a CONCAT() with several independent CASE expressions, simply tying the results together like below using both independent CASE expressions and ISNULL():

ISNULL(Table1.[Value1],Flag1) + ', ' + ISNULL(Table2.[Value2],Flag2)...

If there's more info I can provide, I'm happy to try as a Stack Overflow newbie!