State of the art is the so called Supercritical Fluid Chromatography (SFC), which uses CO2 as eluent. This protects your sensitive substances and is extremely environmentally friendly (Green Chemistry). We can perform small scale and lage scale separations.
Gases can change into a supercritical state under certain pressure and temperature conditions: then they are called fluids, which combine the properties of gases and liquids. Their viscosity is low (like gases), but their ability to dissolve substances is more similar to liquids. For chromatography, this means significantly higher flow rates than in conventional HPLC because of the lower back pressure.
If your substance is very sensitive and relatively non-polar, SFC is the right method.