No, you cannot do this [directly]. This is either 0-8000 or MAX.
Attempting to use say 10000 will give:
The size (10000) given to the type 'varchar' exceeds the maximum allowed for any data type (8000).
However, you can use the VARCHAR (MAX) column with a CHECK metric. Sort of:
CHECK (DATALENGTH([myBigColumn]) <= 10000)
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