I was using Split_string, which felt grammatically correct in English, but my old eyes didn't see that it should be STRING_SPLIT ... so, if you're a bit mentally challenged like me, then check you've typed the command the right way! :)

If you can't change the COMPATIBILITY_LEVEL of the database you are working in, you can try looking at other databases on the same server to find one with a higher COMPATIBILITY_LEVEL. I found that the "master" database on my target server was at COMPATIBILITY_LEVEL = 140, so I connected to that database, and then executed my query, which actually ran against (fully qualified) tables in other databases on the server whose COMPATIBILITY_LEVEL was less than 130. It worked! Just query the various databases on your server with

SELECT compatibility_level  FROM sys.databases WHERE name = '<database_name>'; 

to find one that is >= 130.

You need to change the Compatibility Level of your Database. to do so try below Query and Change you compatibility level to 150.

ALTER DATABASE [Database_Name] SET COMPATIBILITY_LEVEL = 150

I know that some big companies and their developers will be very careful about altering database since it would be total a chaos. Here I spent 30 minutes to get this done. This can be used with both old and new version of SQL Servers and their databases. I know it is a big query but gets the job done without problem.

DECLARE @String varchar(1024)
DECLARE @Pos int
DECLARE @Keywords TABLE(string varchar(25)) 
DECLARE @Key varchar(25)
SET @String = 'your string is going to come here'
SET @Pos = 1
WHILE (@Pos > 0)
BEGIN
    SET @Pos = PATINDEX('% %', @String)
    SET @Key = SUBSTRING(@String, 0, @Pos)
    IF (@Pos = 0)
        BEGIN
            INSERT INTO @Keywords (string) VALUES(@String)
        END
    ELSE
        BEGIN
            INSERT INTO @Keywords (string) VALUES(@Key)
        END
    SET @String = LTRIM(SUBSTRING(@String, @Pos, (SELECT LEN(@String))))
END 

SELECT * FROM @Keywords