UPDATED - Trying to Create a Hyperlink in VBA and Copy it to Clipboard

I have built a UserForm to manage HyperLinks from one worksheet that are related to specific Items on another worksheet.
To support this, I show a UserForm with a listbox containing the Hyperlinks related to the selected item.
The Userform also contains: a button to add a new link, a button to delete a link, and a button to open a link.
I am adding a button to copy a link (to the clipboard). I have built the hyperlink string and copied it to the clipboard.

I could not post the full Sample String here ---> <a href="url">"Test link number 19"</a>
but the "url" is properly formed

I have pasted from the clipboard and the string (as shown above) is returned in both Notepad and Word.
I am not a developer and feel like I am missing something that should be obvious (or I should have learned by now).
Would very much appreciate a push in the right direction.

Code:
Private Sub CopyButton_Click()
Dim CopyToClip As Object
Dim LinkString As String
Set CopyToClip = CreateObject("HtmlFile")
LinkString = "<a href=" & Chr(34) & URLTxtBox & Chr(34) & ">" & Chr(34) & NameTxtBox & Chr(34) & "</a>"
CopyToClip.ParentWindow.ClipboardData.SetData "text", LinkString
End Sub

I apologize if my earlier explanations were not clear enough.
I have attached a sample file to show the issue.

The steps to replicate the issue are:
1 Open the file, go to the "Items" tab and click on cell C2
2 In the UserForm titled "Source / Item Number: xxx / 1", press the "Links (25)" button at the bottom of the form
. UserForm = ufItemDisplay
3 in the UserForm titled "Links for Source / Item No: xxx / 1", select a Link (a row) from the listbox
. Userform = ufLinksDisplay
4 Press the "Copy Link" button
. Sub = CopyButton_Click
5 The hyperlink string is shown in the box labelled "Sample Link" and is copied to the Clipboard for diagnostics only (will be deleted in the final version.

The Issue is:
This is not creating an actual hyperlink.
Pasting this string does not create a hyperlink.
I want to create a hyperlink and copy it to the Clipboard from the "Copy Link" button.

Any assistance is appreciated.