awk
solução:
awk -F',' '{ printf "%s%s", $0, ($NF ~ /^".+[^"]$/? "####" : ORS) }' file
A saída:
KY,On,Ind ,Yes,1J5Z,KYEEI9,1/1/2016 Contract Code
KY,On,Ind ,Yes,"1GH8####",KYEEID,1/1/2016 Contract Code
KY,On,Ind ,Yes,1J5Y,KYEEIJ,1/1/2016 Contract Code