SQL Server 2012 :: Find Changed Rows (and Row Prior To Changes)

I have a table (represented by #Events) that holds modifications made to another table. I do have some control over the table structure and indexing. I want to pull all of the change records that were made between two dates.

The tricky part is to include the previous version of each record, which will usually be found prior to the start date in question.

The code that I have provided below works. So you can use it to easily see what should be returned. But it's very slow in production.

Any better method to pull this data together?

-- Production version of this table has 4.5 million rows (roughly 1,000 rows per day)
-- Primary key is on L4Ident (clustered)
-- nonclustered index on ProcessDate, LinkRL4
DROP TABLE dbo.#Events;
DROP TABLE dbo.#Results;
CREATE TABLE dbo.#Events (
L4Ident int IDENTITY(1,1) NOT NULL,

[Code] ....