I am using OPENQUERY in a CLR (for quering OLAP) and noticed that any
string/sqlstring parameter assigned is limited to 4000 chars. As
nvarchar(max) can hold more than 4000 chars, the CLR parametertypes should
handle also more than 4000 chars. Are there any work arounds besides using
two or more parameters  to get a max of 8000,12000 etc??

example (if you call this CLR from TSQL with MDXString > 4000 result is
always 4000- it gets cut):

   [Microsoft.SqlServer.Server.SqlProcedure]
   public static void testU(SqlString MDXString)
   {
        int i=0;

        try
        {
            i = MDXString.Value.Length;
        }
        catch
        {
        }
        throw new Exception ("Length= "+i.ToString());
    }