Multiple database columns in drop down box

I'm creating a component with a subform in which I want to have a drop down box that is populated with results from an SQL querry. I have chosen both the 'SQL field' and 'SQL field with extended settings' in an attempt to do this. With the more simple option I can successfully have the drop down box populated with the 'first_name' column OR the 'last_name' column but I would really like to concatenate these 2 columns into 'first_name' + ' ' + 'last_name'.
I have tried multiple combinations of SQL statements in 'SQL field' such as:
SELECT 'first_name', 'last_name' FROM #__test_people
the key field is 'id' and the value field is CONCAT(first_name, ' ', last_name)

I have also tried SELECT 'first_name', 'last_name', CONCAT(first_name, ' ', last_name) as full_name FROM #__test_people
the key field is 'id' and the value field is 'full_name'

any suggestions on how to concatenate these 2 columns using either the regular SQL field or extended options?

I tried the same and got an error as well.

select prefix, CONCAT(prefix,' ') as name from #__eb_coupon

Works for me.

However a BUG - in a list thsi field do not show what has been selected, but just one value.