This method of automating the retrieve is about to be replaced by a Console Automation compatible Upgrade to Adagio FX. So this will all be moot. However, a full description of the options is available in the Help that accompanies the upcoming release.
But generally this demonstrates how carefully questions must be framed. If the question was "Can I use wild cards in the "SelectedDepartments option?", then the correct answer is "No". If the question is "How do I retrieve all the departments in a dataset?" then the answer is "Don't use the SelectedDepartments option."
Within Windows, for all files of this nature (INI files in general), the rule is that an option that is not specified at all is seen to not be needed. In this case, there is no need to specify specific departments to retrieve.
Glad this is all working properly for you now.
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Andrew Bates