Extraia tuplas com valores comuns especificados em outra coluna no SQL

library(dplyr) 
df %>% 
   group_by(Col1) %>% 
   filter(all(vc %in% Col2))

#   Col1 Col2 
#  <int> <fct>
#1     1 ABC  
#2     1 DEF  

df[as.logical(with(df, ave(Col2, Col1, FUN = function(x) all(vc %in% x)))), ]

#  Col1 Col2
#1    1  ABC
#4    1  DEF