It seems that you did not try yet all of suggestions. If you have an intermediate table with hexadecimal strings of various length, then check this example:
declare @temp_table table( hex_string varchar(8) )
insert @temp_table values
( 'e97260f' ),
( 'A' ),
( 'AB' ),
( 'ABC' ),
( 'ABCD' )
declare @bin table ( b binary(4) )
insert @bin (b)
select convert( binary(4), iif(len(hex_string) % 2 = 1, '0' + hex_string, hex_string), 2)
from @temp_table
select * from @bin