Maybe like
LOAD
if([First Name]=Capitalize([First Name]),Subfield([First Name],' ',1), replace([First Name],' ','') ) as [First Name],
if([First Name]=Capitalize([First Name]), Subfield([First Name],' ',2),'') as [Middle Name],
[Last Name];
LOAD [First Name],
[Last Name]
FROM
[https://community.qlik.com/thread/258441]
(html, codepage is 1252, embedded labels, table is @1);