Prueba con between o usa los operadores >=, <=
SELECT NM_CONVA.COD_EMPR,
NM_CONVA.COD_EMPL,
NM_CONVA.FEC_CONS,
SO_AREAS.NOM_AREA,
(SELECT CAST((NM_CONVA.DIA_CONS) AS INTEGER) FROM NM_CONVA WHERE FEC_CONS = :FEC_INICIAL AND NM_CONVA.COD_EMPR = BI_EMPLE.COD_EMPR AND NM_CONVA.COD_EMPL = BI_EMPLE.COD_EMPL AND BI_EMPLE.COD_EMPR = NM_CONTR.COD_EMPR ) AS DIAS 1,
(SELECT CAST((NM_CONVA.DIA_CONS) AS INTEGER) FROM NM_CONVA WHERE FEC_CONS = :FEC_FINAL AND NM_CONVA.COD_EMPR = BI_EMPLE.COD_EMPR AND NM_CONVA.COD_EMPL = BI_EMPLE.COD_EMPL AND BI_EMPLE.COD_EMPR = NM_CONTR.COD_EMPR ) AS DIAS 2,
BI_EMPLE.APE_EMPL || ' ' || BI_EMPLE.NOM_EMPL AS NOMBRE,
BI_CARGO.NOM_CARG,
GN_CCOST.NOM_CCOS,
GN_EMPRE.NOM_EMPR
FROM NM_CONVA, BI_EMPLE, NM_CONTR, BI_CARGO, GN_CCOST,
GN_EMPRE,SO_AREAS
WHERE NM_CONVA.COD_EMPR = BI_EMPLE.COD_EMPR AND
NM_CONVA.COD_EMPL = BI_EMPLE.COD_EMPL AND
BI_EMPLE.COD_EMPR = NM_CONTR.COD_EMPR AND
BI_EMPLE.COD_EMPL = NM_CONTR.COD_EMPL AND
NM_CONTR.COD_EMPR = BI_CARGO.COD_EMPR AND
NM_CONTR.COD_CARG = BI_CARGO.COD_CARG AND
NM_CONTR.COD_EMPR = GN_CCOST.COD_EMPR AND
NM_CONTR.COD_CCOS = GN_CCOST.COD_CCOS AND
NM_CONTR.COD_EMPR = SO_AREAS.COD_EMPR AND
NM_CONTR.COD_AREA = SO_AREAS.COD_AREA AND
NM_CONTR.COD_EMPR = GN_EMPRE.COD_EMPR AND
NM_CONTR.IND_ACTI='A' AND
----------------------------------------------------------------
NM_CONVA.FEC_CONS BETWEEN :FEC_INICIAL AND :FEC_FINAL
/* ó NM_CONVA.FEC_CONS >= :FEC_INICIAL AND NM_CONVA.FEC_CONS <= :FEC_FINAL */
----------------------------------------------------------------
ORDER BY NM_CONVA.COD_EMPL,NM_CONVA.FEC_CONS
eso sí, tus campos de fecha deben de ser de tipo datetime ó algun tipo de fecha, de lo contrario tendrás que hacer la conversion (cast, convert) para que funcione correctamente.
Saludos!!!!